Factor Augmented Matrix Regression

DOI10.1080/01621459.2025.2595734MaRDI QIDQ7320032zbMATH OpenFDO

Authors Elynn Y. Chen, Jianqing Fan, Xiaonan Zhu

Publication date 27 August 2026

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2025.2595734

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Identification and estimation of threshold matrix-variate factor models
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• Projected estimation for large-dimensional matrix factor models
• Regularized Matrix Regression
• Statistical foundations of data science
• Statistical Inference for High-Dimensional Matrix-Variate Factor Models
• Support union recovery in high-dimensional multivariate regression

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