Multi-network assisted clustering using a grouped factor model

DOI10.1007/S11222-025-10719-2MaRDI QIDQ6924456zbMATH OpenFDO

Authors Wanwan Liang, Ben Wu, Xinyan Fan, Bo Zhang

Publication date 29 September 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-025-10719-2

zbMATH Keywords

factor structureheterogeneous panelpenalized estimationrandom initializationweight-learning strategy

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites work

• A mixed frequency approach for stock returns and valuation ratios
• Dynamic factors in the presence of blocks
• Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach
• Graph-based sparse linear discriminant analysis for high-dimensional classification
• High dimensional covariance matrix estimation using a factor model
• High-dimensional covariance matrix estimation in approximate factor models
• High-dimensional Gaussian graphical models on network-linked data
• Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
• Prediction models for network-linked data
• Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

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