Semi-parametric tensor factor analysis by iteratively projected singular value decomposition

DOI10.1093/JRSSSB/QKAE001MaRDI QIDQ6606134zbMATH OpenFDO

Authors Elynn Y. Chen, Dong Xia, Jianqing Fan

Publication date 16 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAE001

zbMATH Keywords

Tucker decompositionconditional factor modelstensor learningsemi-parametric approximationtensor factor models

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(6)

• Tensor factor model estimation by iterative projection
• On testing Kronecker product structure in tensor factor models
• Estimation of tensor factor model by iterative least squares
• Distributed Tensor Principal Component Analysis with Data Heterogeneity
• Online statistical inference in decision-making with matrix context
• CP factor model for dynamic tensors

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