Projected estimation for large-dimensional matrix factor models (Q159941): Difference between revisions

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+W3159581759
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+Eigenvalue Ratio Test for the Number of Factors
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+Measure Theory and Probability Theory
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
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+The Rotation of Eigenvectors by a Perturbation. III
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+Common risk factors in the returns on stocks and bonds
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Risks of large portfolios
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+Factor and Idiosyncratic Empirical Processes
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+Estimation of latent factors for high-dimensional time series
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Q4864293
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+Independent component analysis for tensor-valued data
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+Factor models for matrix-valued high-dimensional time series
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+A useful variant of the Davis–Kahan theorem for statisticians
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