Distributed loading estimation for general factor model
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Cites work
- A partitioned quasi-likelihood for distributed statistical inference
- A useful variant of the Davis-Kahan theorem for statisticians
- Determining the Number of Factors in Approximate Factor Models
- Distributed estimation of principal eigenspaces
- Distributed testing and estimation under sparse high dimensional models
- Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data
- Empirical likelihood inference in linear regression with nonignorable missing response
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor models for matrix-valued high-dimensional time series
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Large covariance estimation through elliptical factor models
- Model checking for general linear regression with nonignorable missing response
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues
- On the number of common factors with high-frequency data
- Principal components estimation and identification of static factors
- Projected estimation for large-dimensional matrix factor models
- Projected principal component analysis in factor models
- Quantile factor models
- Risks of large portfolios
- Sparse online principal component analysis for parameter estimation in factor model
- Statistical analysis of factor models of high dimension
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