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)

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) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical optimization and variational techniques (65K10) Multivariate analysis (62Hxx)

This page was built for publication: Estimation of tensor factor model by iterative least squares

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6872999)