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

DOI10.1016/J.SPL.2023.109904OpenAlexW4384156740MaRDI QIDQ6137835FDOQ6137835

Authors

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

• scientific article; zbMATH DE number 3117083 (Why is no real title available?)
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• Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
• One-way or two-way factor model for matrix sequences?
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• Rank determination in tensor factor model
• Statistical analysis of factor models of high dimension
• The asymptotic distributions of some estimators for a factor analysis model
• The asymptotic normal distribution of estimators in factor analysis under general conditions

Cited in

(1)

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

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