Matrix-variate data analysis by two-way factor model with replicated observations

DOI10.1016/J.SPL.2023.109904OpenAlexW4384156740MaRDI QIDQ6137835FDOQ6137835

Author name not available (Why is that?)

Publication date: 4 September 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109904

zbMATH Keywords

EM algorithmmaximum likelihood estimationlarge sample propertiesmatrix-variate datatwo-way factor models

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cites Work

• Inferential Theory for Factor Models of Large Dimensions
• Factor modeling for high-dimensional time series: inference for the number of factors
• Large Covariance Estimation by Thresholding Principal Orthogonal Complements
• Projected estimation for large-dimensional matrix factor models
• Factor models for matrix-valued high-dimensional time series
• Rank determination in tensor factor model
• Factor Models for High-Dimensional Tensor Time Series
• Estimating Number of Factors by Adjusted Eigenvalues Thresholding
• Statistical analysis of factor models of high dimension
• Title not available (Why is that?)
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
• Factor and Idiosyncratic Empirical Processes
• Extrema of sums of heterogeneous quadratic forms
• High-dimensional covariance matrix estimation in approximate factor models
• The asymptotic normal distribution of estimators in factor analysis under general conditions
• The asymptotic distributions of some estimators for a factor analysis model
• A random-perturbation-based rank estimator of the number of factors
• High-dimensional factor model and its applications to statistical machine learning
• One-way or two-way factor model for matrix sequences?

Cited In (1)

• An analysis of a multivariate two-way model with interaction and no replication

This page was built for publication: Matrix-variate data analysis by two-way factor model with replicated observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6137835)