Pages that link to "Item:Q2323367"

The following pages link to Rank regularized estimation of approximate factor models (Q2323367):

Displaying 14 items.

• Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
• On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
• Consistently recovering the signal from noisy functional data (Q2078554) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
• Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
• Subspace clustering for panel data with interactive effects (Q6059401) (← links)
• Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
• Approximate factor models with weaker loadings (Q6108332) (← links)
• Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (Q6183693) (← links)
• Panel data models with time-varying latent group structures (Q6199628) (← links)
• The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (Q6494410) (← links)