High-Dimensional Datasets: Tensor PCA
Tensor PCA: New techniques for analyzing high-dimensional tensor datasets, including a tensor principal component analysis (TPCA) estimation algorithm and a unique test for the number of factors in a tensor factor model, have been developed.
Featured in No. 13 on 24 Aug 2023 ·
- Released
- 4 Jan 2023
- First featured
- No. 13 · 24 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4547282
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