Factor-augmented Model for Functional Data
From MaRDI portal
Publication:6144617
DOI10.5705/ss.202021.0223arXiv2203.04602MaRDI QIDQ6144617
Yanrong Yang, Han Lin Shang, Yuan Gao
Publication date: 29 January 2024
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.04602
measurement errorhigh-dimensional factor modelbasis function misspecificationfunctional data smoothingstatistical inference on covariance estimation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An introduction to recent advances in high/infinite dimensional statistics
- High dimensional covariance matrix estimation using a factor model
- From sparse to dense functional data and beyond
- A partial overview of the theory of statistics with functional data
- Inference for functional data with applications
- Asymptotics of the principal components estimator of large factor models with weakly influential factors
- Optimal estimation of the mean function based on discretely sampled functional data: phase transition
- Weakly dependent functional data
- Estimating the dimension of a model
- Applied functional data analysis. Methods and case studies
- Asymptotics for Lasso-type estimators.
- Recursive estimation in large panel data models: theory and practice
- Dynamic data analysis. Modeling data with differential equations
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- Eigenvalue Ratio Test for the Number of Factors
- Estimation of latent factors for high-dimensional time series
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing
- Detecting Changes in the Mean of Functional Observations
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Dynamic Functional Principal Components
- Determining the Number of Factors in Approximate Factor Models
- Functional Data Analysis for Sparse Longitudinal Data
- A new look at the statistical model identification
- Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study
- Methods for Scalar‐on‐Function Regression
