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The studies of large-scale, high-dimensional data in fields such as genomics and neuroscience have injected new insights into science. Yet, despite advances, they are confronting several challenges, often simultaneously: lack of interpretability, non
Externí odkaz:
http://arxiv.org/abs/2003.13119
Publikováno v:
Journal of Alternative Investments; Summer2022, Vol. 25 Issue 1, p111-128, 18p
Autor:
Bodelet, Julien, Shan, Jiajun
We study an additive factor model in which the common components are related to the latent factors through unknown smooth functions. The model is new to the literature and generalizes nonlinear parametric factor models. Identification conditions are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86102fcd4444ec380ac071491866bee9
http://arxiv.org/abs/2003.13119
http://arxiv.org/abs/2003.13119