Estimation and inference for CP tensor factor models

DOI10.1016/J.JECONOM.2025.106167MaRDI QIDQ6856879zbMATH OpenFDO

Authors Yuefeng Han, Qiyang Yu, Bin Chen

Publication date 18 February 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.106167

zbMATH Keywords

asymptotic normalityfactor modelshigh-dimensionaltensor datacanonical polyadic decompositions

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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