Large-dimensional Robust Factor Analysis with Group Structure
Fuente:
arXiv
Guardado en:
| Autores principales: | He, Yong, Ma, Xiaoyang, Wang, Xingheng, Wang, Yalin |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Factor Modelling for Biclustering Large-dimensional Matrix-valued Time Series
por: He, Yong, et al.
Publicado: (2025)
por: He, Yong, et al.
Publicado: (2025)
Penalized Principal Component Analysis for Large-dimension Factor Model with Group Pursuit
por: He, Yong, et al.
Publicado: (2024)
por: He, Yong, et al.
Publicado: (2024)
A new non-parametric Kendall's tau for matrix-valued elliptical observations
por: He, Yong, et al.
Publicado: (2022)
por: He, Yong, et al.
Publicado: (2022)
Subgroup Identification with Latent Factor Structure
por: He, Yong, et al.
Publicado: (2024)
por: He, Yong, et al.
Publicado: (2024)
Sparse-Group Factor Analysis for High-Dimensional Time Series
por: Wang, Xin, et al.
Publicado: (2025)
por: Wang, Xin, et al.
Publicado: (2025)
Robust and Well-conditioned Sparse Estimation for High-dimensional Covariance Matrices
por: Wang, Shaoxin, et al.
Publicado: (2025)
por: Wang, Shaoxin, et al.
Publicado: (2025)
Factor modelling for high-dimensional functional time series
por: Guo, Shaojun, et al.
Publicado: (2021)
por: Guo, Shaojun, et al.
Publicado: (2021)
Semi-Confirmatory Factor Analysis for High-Dimensional Data with Interconnected Community Structures
por: Yang, Yifan, et al.
Publicado: (2024)
por: Yang, Yifan, et al.
Publicado: (2024)
High-dimensional Factor Analysis for Network-linked Data
por: Li, Jinming, et al.
Publicado: (2024)
por: Li, Jinming, et al.
Publicado: (2024)
Expected Shortfall Panel Regression
por: Hou, Yujie, et al.
Publicado: (2026)
por: Hou, Yujie, et al.
Publicado: (2026)
Double Robust high dimensional alpha test for linear factor pricing model
por: Zhao, Ping, et al.
Publicado: (2024)
por: Zhao, Ping, et al.
Publicado: (2024)
Robust Ultra-High-Dimensional Variable Selection With Correlated Structure Using Group Testing
por: Guo, Wanru, et al.
Publicado: (2026)
por: Guo, Wanru, et al.
Publicado: (2026)
Multi-relational Network Autoregression Model with Latent Group Structures
por: Ren, Yimeng, et al.
Publicado: (2024)
por: Ren, Yimeng, et al.
Publicado: (2024)
Multi-Group Quadratic Discriminant Analysis via Projection
por: Wang, Yuchao, et al.
Publicado: (2026)
por: Wang, Yuchao, et al.
Publicado: (2026)
Statistical inference for large-dimensional tensor factor model by iterative projections
por: Barigozzi, Matteo, et al.
Publicado: (2022)
por: Barigozzi, Matteo, et al.
Publicado: (2022)
High-dimensional Autoregressive Modeling for Time Series with Hierarchical Structures
por: Li, Lan, et al.
Publicado: (2025)
por: Li, Lan, et al.
Publicado: (2025)
Decorrelated forward regression for high dimensional data analysis
por: Jiang, Xuejun, et al.
Publicado: (2024)
por: Jiang, Xuejun, et al.
Publicado: (2024)
Robust Spatial-Sign-Based Testing of High-Dimensional Alpha in Conditional Factor Models
por: Zhao, Ping, et al.
Publicado: (2026)
por: Zhao, Ping, et al.
Publicado: (2026)
Conformalized Robust Principal Component Analysis
por: Yuan, Liangliang, et al.
Publicado: (2026)
por: Yuan, Liangliang, et al.
Publicado: (2026)
Robust Bayesian Functional Principal Component Analysis
por: Zhang, Jiarui, et al.
Publicado: (2023)
por: Zhang, Jiarui, et al.
Publicado: (2023)
Bayes Factor Group Sequential Designs
por: Pawel, Samuel, et al.
Publicado: (2026)
por: Pawel, Samuel, et al.
Publicado: (2026)
Dynamic Factor Analysis of High-dimensional Recurrent Events
por: Chen, Fangyi, et al.
Publicado: (2024)
por: Chen, Fangyi, et al.
Publicado: (2024)
Outlier-Robust Multi-Group Gaussian Mixture Modeling with Flexible Group Reassignment
por: Puchhammer, Patricia, et al.
Publicado: (2025)
por: Puchhammer, Patricia, et al.
Publicado: (2025)
Large-dimensional Factor Analysis with Weighted PCA
por: Lyu, Zhongyuan, et al.
Publicado: (2025)
por: Lyu, Zhongyuan, et al.
Publicado: (2025)
Penalized weighted GEEs for high-dimensional longitudinal data with informative cluter size
por: Ma, Yue, et al.
Publicado: (2025)
por: Ma, Yue, et al.
Publicado: (2025)
Principal Component Analysis of Two-dimensional Functional Data with Serial Correlation
por: Shen, Shirun, et al.
Publicado: (2023)
por: Shen, Shirun, et al.
Publicado: (2023)
Computational Approaches for Exponential-Family Factor Analysis
por: Wang, Liang, et al.
Publicado: (2024)
por: Wang, Liang, et al.
Publicado: (2024)
Scale-Invariant Robust Estimation of High-Dimensional Kronecker-Structured Matrices
por: Zhang, Xiaoyu, et al.
Publicado: (2025)
por: Zhang, Xiaoyu, et al.
Publicado: (2025)
High dimensional matrix estimation through elliptical factor models
por: Xu, Xinyue, et al.
Publicado: (2025)
por: Xu, Xinyue, et al.
Publicado: (2025)
Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model
por: He, Yong, et al.
Publicado: (2024)
por: He, Yong, et al.
Publicado: (2024)
Improved LM Test for Robust Model Specification Searches in Covariance Structure Analysis
por: Zheng, Bang Quan, et al.
Publicado: (2023)
por: Zheng, Bang Quan, et al.
Publicado: (2023)
Integrative Analysis of High-dimensional RCT and RWD Subject to Censoring and Hidden Confounding
por: Ye, Xin, et al.
Publicado: (2025)
por: Ye, Xin, et al.
Publicado: (2025)
Bayesian High-dimensional Grouped-regression using Sparse Projection-posterior
por: Pal, Samhita, et al.
Publicado: (2024)
por: Pal, Samhita, et al.
Publicado: (2024)
Testing Alpha in High-Dimensional Conditional Time-Varying Factor Models with Dependent Observations
por: Feng, Long, et al.
Publicado: (2026)
por: Feng, Long, et al.
Publicado: (2026)
Robust Realized Integrated Beta Estimator with Application to Dynamic Analysis of Integrated Beta
por: Oh, Minseog, et al.
Publicado: (2023)
por: Oh, Minseog, et al.
Publicado: (2023)
Statistical Analysis of Conditional Group Distributionally Robust Optimization with Cross-Entropy Loss
por: Guo, Zijian, et al.
Publicado: (2025)
por: Guo, Zijian, et al.
Publicado: (2025)
Necessary and sufficient conditions for posterior propriety for generalized linear mixed models
por: Rao, Yalin, et al.
Publicado: (2023)
por: Rao, Yalin, et al.
Publicado: (2023)
TransPCA for Large-dimensional Factor Analysis with Weak Factors: Power Enhancement via Knowledge Transfer
por: He, Yong, et al.
Publicado: (2025)
por: He, Yong, et al.
Publicado: (2025)
Penalized Quasi-likelihood for High-dimensional Longitudinal Data via Within-cluster Resampling
por: Ma, Yue, et al.
Publicado: (2025)
por: Ma, Yue, et al.
Publicado: (2025)
Robust mean change point testing in high-dimensional data with heavy tails
por: Li, Mengchu, et al.
Publicado: (2023)
por: Li, Mengchu, et al.
Publicado: (2023)
Ejemplares similares
-
Factor Modelling for Biclustering Large-dimensional Matrix-valued Time Series
por: He, Yong, et al.
Publicado: (2025) -
Penalized Principal Component Analysis for Large-dimension Factor Model with Group Pursuit
por: He, Yong, et al.
Publicado: (2024) -
A new non-parametric Kendall's tau for matrix-valued elliptical observations
por: He, Yong, et al.
Publicado: (2022) -
Subgroup Identification with Latent Factor Structure
por: He, Yong, et al.
Publicado: (2024) -
Sparse-Group Factor Analysis for High-Dimensional Time Series
por: Wang, Xin, et al.
Publicado: (2025)