Tensor factor model estimation by iterative projection
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Cites work
- scientific article; zbMATH DE number 1380608 (Why is no real title available?)
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- Rejoinder
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Cited in
(10)- Improving estimation of portfolio risk using new statistical factors
- Statistical inference for large-dimensional tensor factor model by iterative projections
- On testing Kronecker product structure in tensor factor models
- Estimation and inference for CP tensor factor models
- Inference on matrix-valued factor models under a fixed time horizon
- Tucker tensor factor models: matricization and mode-wise PCA estimation
- Estimation of tensor factor model by iterative least squares
- Robust factorization for high-dimensional matrix-variate observations
- On the multiway principal component analysis
- Multilevel matrix factor model
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