Aggregated Projection Method: A New Approach for Group Factor Model

DOI10.1080/01621459.2025.2491154MaRDI QIDQ6878024zbMATH OpenFDO

Authors Jiaqi Hu, Ting Li, Xue-Qin Wang

Publication date 7 January 2026

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2025.2491154

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Bayesian group factor analysis with structured sparsity
• Canonical correlation-based model selection for the multilevel factors
• Circularly Projected Common Factors for Grouped Data
• Determining the Number of Factors in Approximate Factor Models
• Estimation of Sparsity-Induced Weak Factor Models
• Factor Modeling for Clustering High-Dimensional Time Series
• Hierarchical nuclear norm penalization for multi-view data integration
• Identifying latent structures in panel data
• Inference in group factor models with an application to mixed-frequency data
• Inferential Theory for Factor Models of Large Dimensions
• Integrative factorization of bidimensionally linked matrices
• Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
• Large-Dimensional Factor Analysis Without Moment Constraints
• Matrix Factor Analysis: From Least Squares to Iterative Projection
• Quantile factor models
• Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

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