Estimation of tensor factor model by iterative least squares

DOI10.1016/J.JMVA.2025.105557MaRDI QIDQ6872999zbMATH OpenFDO

Authors Yong He, Yujie Hou, Yalin Wang, Wen-Xin Zhou

Publication date 19 January 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105557

zbMATH Keywords

least squaresrandom projectiontensor factor model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62Hxx) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical optimization and variational techniques (65K10)

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