Pages that link to "Item:Q5130622"

The following pages link to Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622):

Displaying 18 items.

• Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
• Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees (Q5066457) (← links)
• Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
• Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
• One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
• Matrix-variate data analysis by two-way factor model with replicated observations (Q6137835) (← links)
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
• On singular values of data matrices with general independent columns (Q6172191) (← links)
• Adaptively robust high-dimensional matrix factor analysis under Huber loss function (Q6541938) (← links)
• Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
• A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)
• Matrix-variate time series analysis: a brief review and some new developments (Q6612365) (← links)
• Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
• Conditional mean dimension reduction for tensor time series (Q6626670) (← links)
• Three-way data clustering based on the mean-mixture of matrix-variate normal distributions (Q6626683) (← links)
• The spatial-temporal lag model of matrix-valued time series and its application (Q6654108) (← links)
• On a matrix-valued autoregressive model (Q6655919) (← links)
• Stable reduced-rank VAR identification (Q6659251) (← links)