MCA: high-dimensional modal component analysis towards the mode
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Cites work
- A new regression model: modal linear regression
- A robust procedure to build dynamic factor models with cluster structure
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- Are more data always better for factor analysis?
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Determining the Number of Factors in Approximate Factor Models
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- Dynamic Vector Mode Regression
- Eigenvalue ratio test for the number of factors
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- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Estimation and inference in semiparametric quantile factor models
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- Large-Dimensional Factor Analysis Without Moment Constraints
- Local modal regression
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
- Modal principal component analysis
- Mode regression
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- Multivariate regression estimation: Local polynomial fitting for time series
- Nonlinear kernel mode‐based regression for dependent data
- Nonlinear modal regression for dependent data with application for predicting COVID-19
- Nonparametric modal regression
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- Optimum kernel estimators
- Quadratic mode regression
- Quantile factor models
- Quantile prediction with factor-augmented regression: structural instability and model uncertainty
- Rates of convergence for empirical processes of stationary mixing sequences
- Regression towards the mode
- Semiparametric partially linear varying coefficient modal regression
- Shrinkage estimation of multiple threshold factor models
- Sieve Extremum Estimates for Weakly Dependent Data
- The Generalized Dynamic Factor Model
- The method of steepest descent for non-linear minimization problems
- Variable Metric Method for Minimization
- Weak convergence and empirical processes. With applications to statistics
- When structural break meets threshold effect: factor analysis under structural instabilities
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