@inproceedings{quefeng2018embracing,
title={Embracing the blessing of dimensionality in factor models},
author={Quefeng Li, Guang Cheng, Jianqing Fan, and Yuyan Wang},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114126798064952},
booktitle={Journal of the American Statistical Association},
volume={113},
number={521},
pages={380-389},
year={2018},
}
Quefeng Li, Guang Cheng, Jianqing Fan, and Yuyan Wang. Embracing the blessing of dimensionality in factor models. 2018. Vol. 113. In Journal of the American Statistical Association. pp.380-389. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114126798064952.