Pages that link to "Item:Q450044"

The following pages link to Statistical analysis of factor models of high dimension (Q450044):

Displaying 36 items.

• Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components (Q3120105) (← links)
• Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
• Sufficient and Necessary Conditions for the Identifiability of the $Q$-matrix (Q4986378) (← links)
• In defense of LASSO (Q5081041) (← links)
• New concepts of principal component analysis based on maximum separation of clusters (Q5082987) (← links)
• Robust mixtures of factor analysis models using the restricted multivariate skew-<i>t</i> distribution (Q5142194) (← links)
• Structured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their Implications (Q5146028) (← links)
• MARKOWITZ PORTFOLIO AND THE BLUR OF HISTORY (Q5147995) (← links)
• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
• An alternating minimization algorithm for Factor Analysis (Q5218998) (← links)
• A Cautionary Note on Natural Hedging of Longevity Risk (Q5742664) (← links)
• Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
• Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
• Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data (Q5881079) (← links)
• Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
• Projected principal component analysis in factor models (Q5963521) (← links)
• High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
• Multinomial logistic factor regression for multi-source functional block-wise missing data (Q6057049) (← links)
• Identifiability of Hierarchical Latent Attribute Models (Q6069489) (← links)
• Structural factor equation models for causal network construction via directed acyclic mixed graphs (Q6074501) (← links)
• Statistical inference in factor analysis for diffusion processes from discrete observations (Q6076572) (← links)
• Penalized Regression for Multiple Types of Many Features With Missing Data (Q6086158) (← links)
• Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
• Optimal discriminant analysis in high-dimensional latent factor models (Q6136589) (← links)
• Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
• Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
• Robustifying Markowitz (Q6150519) (← links)
• Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (Q6183693) (← links)
• High-dimensional factor copula models with estimation of latent variables (Q6200937) (← links)