Statistical analysis of factor models of high dimension

Author:

Bai Jushan,Li Kunpeng

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 199 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Adaptively robust high-dimensional matrix factor analysis under Huber loss function;Journal of Statistical Planning and Inference;2024-07

2. Statistical inference in factor analysis for diffusion processes from discrete observations;Journal of Statistical Planning and Inference;2024-03

3. Likelihood approach to dynamic panel models with interactive effects;Journal of Econometrics;2024-03

4. Semi-parametric tensor factor analysis by iteratively projected singular value decomposition;Journal of the Royal Statistical Society Series B: Statistical Methodology;2024-02-03

5. Large factor model estimation by nuclear norm plus 1 norm penalization;Journal of Multivariate Analysis;2024-01

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