CP factor model for dynamic tensors

DOI10.1093/JRSSSB/QKAE036MaRDI QIDQ6925851zbMATH OpenFDO

Authors Yuefeng Han, Dan Yang, Cun-Hui Zhang, Rong Chen

Publication date 25 September 2025

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

dimension reductionorthogonal projectiontensor time seriestensor factor modelCANDECOMP/PARAFAC (CP) decomposition

Mathematics Subject Classification ID

Statistics (62-XX)

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