Mode-adaptive factor models
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Cites work
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 3396952 (Why is no real title available?)
- A Statistical Learning Approach to Modal Regression
- A new regression model: modal linear regression
- A randomized sequential procedure to determine the number of factors
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated
- Determining the Number of Factors in Approximate Factor Models
- Determining the Number of Factors in the General Dynamic Factor Model
- Eigenvalue ratio test for the number of factors
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor models for matrix-valued high-dimensional time series
- Fixed-effects dynamic panel models, a factor analytical method
- Foundations of factor analysis
- Inferential Theory for Factor Models of Large Dimensions
- Is a Normal Copula the Right Copula?
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Large-Dimensional Factor Analysis Without Moment Constraints
- Latent variable models and factor analysis. A unified approach
- Least squares estimation of large dimensional threshold factor models
- Local modal regression
- Matrix Factor Analysis: From Least Squares to Iterative Projection
- Modal regression using kernel density estimation: a review
- Mode regression
- Nonlinear kernel mode‐based regression for dependent data
- Nonlinear modal regression for dependent data with application for predicting COVID-19
- Nonparametric modal regression
- Panel data models with interactive fixed effects
- Parametric modal regression with autocorrelated error process
- Principal component analysis.
- Principal components estimation and identification of static factors
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Quantile factor models
- Quantile regression approach to conditional mode estimation
- Regression towards the mode
- Semiparametric partially linear varying coefficient modal regression
- Statistical Inference for High-Dimensional Matrix-Variate Factor Models
- Statistical analysis of factor models of high dimension
- Testing hypotheses about the number of factors in large factor models
- Theory and methods of panel data models with interactive effects
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