High Dimensional Factor Analysis with Weak Factors
Fuente:
arXiv
Saved in:
| Main Authors: | Choi, Jungjun, Yuan, Ming |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
by: Hu, Jiang, et al.
Published: (2025)
by: Hu, Jiang, et al.
Published: (2025)
Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023)
by: Adamek, Robert, et al.
Published: (2023)
Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024)
by: Chen, Bin, et al.
Published: (2024)
Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025)
by: Chen, Elynn, et al.
Published: (2025)
How Much Weak Overlap Can Doubly Robust T-Statistics Handle?
by: Dorn, Jacob
Published: (2025)
by: Dorn, Jacob
Published: (2025)
Large-dimensional Factor Analysis with Weighted PCA
by: Lyu, Zhongyuan, et al.
Published: (2025)
by: Lyu, Zhongyuan, et al.
Published: (2025)
Inference for Low-rank Models without Estimating the Rank
by: Choi, Jungjun, et al.
Published: (2023)
by: Choi, Jungjun, et al.
Published: (2023)
Robust Matrix Estimation with Side Information
by: Agarwal, Anish, et al.
Published: (2026)
by: Agarwal, Anish, et al.
Published: (2026)
On the Efficiency of Highly Stratified Experiments
by: Bai, Yuehao, et al.
Published: (2023)
by: Bai, Yuehao, et al.
Published: (2023)
Estimation of High-dimensional Nonlinear Vector Autoregressive Models
by: Han, Yuefeng, et al.
Published: (2025)
by: Han, Yuefeng, et al.
Published: (2025)
Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
by: Kutta, Tim, et al.
Published: (2025)
by: Kutta, Tim, et al.
Published: (2025)
Tensor PCA for Factor Models
by: Babii, Andrii, et al.
Published: (2022)
by: Babii, Andrii, et al.
Published: (2022)
Bayesian Analysis of High Dimensional Vector Error Correction Model
by: Yang, Parley R, et al.
Published: (2023)
by: Yang, Parley R, et al.
Published: (2023)
Local Projection Inference in High Dimensions
by: Adamek, Robert, et al.
Published: (2022)
by: Adamek, Robert, et al.
Published: (2022)
Canonical Correlation Analysis: review
by: Bykhovskaya, Anna, et al.
Published: (2024)
by: Bykhovskaya, Anna, et al.
Published: (2024)
Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics
by: Choi, Jungjun, et al.
Published: (2025)
by: Choi, Jungjun, et al.
Published: (2025)
Nonlinear Binscatter Methods
by: Cattaneo, Matias D., et al.
Published: (2024)
by: Cattaneo, Matias D., et al.
Published: (2024)
Causal Interpretation of Regressions With Ranks
by: Lei, Lihua
Published: (2024)
by: Lei, Lihua
Published: (2024)
Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials
by: Oka, Tatsushi, et al.
Published: (2024)
by: Oka, Tatsushi, et al.
Published: (2024)
Robust Estimation and Inference for Categorical Data
by: Welz, Max
Published: (2024)
by: Welz, Max
Published: (2024)
Conditional Influence Functions
by: Chernozhukov, Victor, et al.
Published: (2024)
by: Chernozhukov, Victor, et al.
Published: (2024)
Inference on Consensus Ranking of Distributions
by: Kaplan, David M.
Published: (2024)
by: Kaplan, David M.
Published: (2024)
Why you should also use OLS estimation of tail exponents
by: Santos, Thiago Trafane Oliveira, et al.
Published: (2024)
by: Santos, Thiago Trafane Oliveira, et al.
Published: (2024)
Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
by: Zhao, Sihui, et al.
Published: (2024)
by: Zhao, Sihui, et al.
Published: (2024)
Optimal testing in a class of nonregular models
by: Shimizu, Yuya, et al.
Published: (2024)
by: Shimizu, Yuya, et al.
Published: (2024)
Inference for Synthetic Controls via Refined Placebo Tests
by: Lei, Lihua, et al.
Published: (2024)
by: Lei, Lihua, et al.
Published: (2024)
On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)
by: Chang, Jinyuan, et al.
Published: (2024)
Integrating Heterogeneous Information in Randomized Experiments: A Unified Calibration Framework
by: Ma, Wei, et al.
Published: (2026)
by: Ma, Wei, et al.
Published: (2026)
Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
by: Reichold, Karsten, et al.
Published: (2025)
by: Reichold, Karsten, et al.
Published: (2025)
Statistically Significant Linear Regression Coefficients Solely Driven By Outliers In Finite-sample Inference
by: Reichel, Felix
Published: (2025)
by: Reichel, Felix
Published: (2025)
A Test for Jumps in Metric-Space Conditional Means
by: Van Dijcke, David
Published: (2025)
by: Van Dijcke, David
Published: (2025)
Regression Model Selection Under General Conditions
by: Lusompa, Amaze
Published: (2025)
by: Lusompa, Amaze
Published: (2025)
Robust Semiparametric Inference for Bayesian Additive Regression Trees
by: Breunig, Christoph, et al.
Published: (2025)
by: Breunig, Christoph, et al.
Published: (2025)
Bias correction for Chatterjee's graph-based correlation coefficient
by: Azadkia, Mona, et al.
Published: (2025)
by: Azadkia, Mona, et al.
Published: (2025)
A Note on the Finite Sample Bias in Time Series Cross-Validation
by: Lusompa, Amaze
Published: (2025)
by: Lusompa, Amaze
Published: (2025)
Learning What to Learn: Experimental Design when Combining Experimental with Observational Evidence
by: Epanomeritakis, Aristotelis, et al.
Published: (2025)
by: Epanomeritakis, Aristotelis, et al.
Published: (2025)
Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference
by: Qu, Zhaonan, et al.
Published: (2021)
by: Qu, Zhaonan, et al.
Published: (2021)
Cutting Feedback in Misspecified Copula Models
by: Smith, Michael Stanley, et al.
Published: (2023)
by: Smith, Michael Stanley, et al.
Published: (2023)
Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach
by: Hoshino, Tadao
Published: (2025)
by: Hoshino, Tadao
Published: (2025)
Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$
by: Gu, Yujia, et al.
Published: (2025)
by: Gu, Yujia, et al.
Published: (2025)
Similar Items
-
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
by: Hu, Jiang, et al.
Published: (2025) -
Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023) -
Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024) -
Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025) -
How Much Weak Overlap Can Doubly Robust T-Statistics Handle?
by: Dorn, Jacob
Published: (2025)