On testing Kronecker product structure in tensor factor models

DOI10.1093/BIOMET/ASAF072MaRDI QIDQ6849527zbMATH OpenFDO

Authors Zetai Cen, Clifford Lam

Publication date 5 March 2026

Published in Biometrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/BIOMET/ASAF072

zbMATH Keywords

weak factorfactor-structured idiosyncratic errortensor refoldtensor reshape

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A test for Kronecker product structure covariance matrix
• Asymptotics of the principal components estimator of large factor models with weakly influential factors
• CP factor model for dynamic tensors
• Factor Models for High-Dimensional Tensor Time Series
• Factor modeling for high-dimensional time series: inference for the number of factors
• Factor models for matrix-valued high-dimensional time series
• Modelling matrix time series via a tensor CP-decomposition
• One-way or two-way factor model for matrix sequences?
• Projected estimation for large-dimensional matrix factor models
• Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging
• Rank determination in tensor factor model
• Semi-parametric tensor factor analysis by iteratively projected singular value decomposition
• Statistical Inference for High-Dimensional Matrix-Variate Factor Models
• Tensor factor model estimation by iterative projection
• Tensor time series imputation through tensor factor modelling
• Testing Kronecker product covariance matrices for high-dimensional matrix-variate data

This page was built for publication: On testing Kronecker product structure in tensor factor models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6849527)