Shrinking factor dimension : a reduced-rank approach
Year of publication: |
2023
|
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Authors: | He, Ai ; Huang, Dashan ; Li, Jiaen ; Zhou, Guofu |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 9, p. 5501-5522
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Subject: | dimension reduction | LASSO | PCA | PLS | reduced rank |
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