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Paper / 2026SMQ / 261105051387843
Principal component error in high-dimensional factor models
Alec N. Kercheval / Alex Bernstein / Dayi Yao / Lisa R. Goldberg / Nicholas Gunther / Tian Lan / Yian Lin
statisticsResource overview

Principal component error in high-dimensional factor models

Paper2026

by Alec N. Kercheval, Alex Bernstein, Dayi Yao, Lisa R. Goldberg, Nicholas Gunther, Tian Lan, Yian Lin

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statistics

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