Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models.

Lajos Horváth Gregory Rice

Published in: J. Multivar. Anal. (2019)

Keyphrases

high dimensional
computational models
prior knowledge
linear model
probabilistic model
model selection
sample size
process model
experimental data
nonlinear models
data sets
sparse data
empirical data
variable selection
microarray data
parameter estimation
sufficient conditions
least squares
machine learning