Pages that link to "Item:Q450044"
From MaRDI portal
The following pages link to Statistical analysis of factor models of high dimension (Q450044):
Displaying 50 items.
- Bi-cross-validation for factor analysis (Q104117) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Structure identification in panel data analysis (Q292885) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Factor analysis models via I-divergence optimization (Q316720) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Robust skew-\(t\) factor analysis models for handling missing data (Q1689494) (← links)
- Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
- Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- A Bayesian factor model for spatial panel data with a separable covariance approach (Q2057328) (← links)
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Prediction in functional regression with discretely observed and noisy covariates (Q2101386) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- Targeted principal components regression (Q2140873) (← links)
- GARCH-type factor model (Q2140876) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Statistical analysis of sparse approximate factor models (Q2199708) (← links)
- Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Infinite mixtures of infinite factor analysers (Q2226717) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- A note on statistical analysis of factor models of high dimension (Q2238502) (← links)
- A note on identifiability conditions in confirmatory factor analysis (Q2244603) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading (Q2405902) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Computation of the maximum likelihood estimator in low-rank factor analysis (Q2425172) (← links)
- Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
