Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622): Difference between revisions

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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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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+The generalized dynamic factor model consistency and rates
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+A Statistical View of Some Chemometrics Regression Tools
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Dynamic factors in the presence of blocks
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+A constrained formulation of maximum-likelihood estimation for normal mixture distributions
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+Ward's hierarchical agglomerative clustering method: which algorithms implement Ward's criterion?
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+Modelling multiple time series via common factors
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+Q4864293
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+Constrained Factor Models
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+Doubly Constrained Factor Models with Applications
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+Factor models for matrix-valued high-dimensional time series
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+Adaptive Lasso for Cox's proportional hazards model
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+The Adaptive Lasso and Its Oracle Properties
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