Guardado en:
| Autores principales: | Dai, Guisheng, Wang, Weizhen |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2502.12864 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
On the Assessment of Bootstrap Intervals for Samples of Fixed Size
por: Wang, Weizhen, et al.
Publicado: (2024)
por: Wang, Weizhen, et al.
Publicado: (2024)
Riemannian Statistics for Any Type of Data
por: Rojas, Oldemar Rodriguez
Publicado: (2024)
por: Rojas, Oldemar Rodriguez
Publicado: (2024)
Resolution of the Borel-Kolmogorov Paradox via the Maximum Entropy Principle
por: Trésor, Raphaël, et al.
Publicado: (2025)
por: Trésor, Raphaël, et al.
Publicado: (2025)
A Heavily Right Strategy for Statistical Inference with Dependent Studies in Any Dimension
por: Liu, Tianle, et al.
Publicado: (2025)
por: Liu, Tianle, et al.
Publicado: (2025)
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)
Detecting Symmetry-Resolved Entanglement: A Quantum Monte Carlo Approach
por: Chen, Kuangjie, et al.
Publicado: (2026)
por: Chen, Kuangjie, et al.
Publicado: (2026)
Bounds on the Number of Modes of a Gaussian Mixture Density
por: Nguyen, Hien Duy
Publicado: (2026)
por: Nguyen, Hien Duy
Publicado: (2026)
Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model
por: He, Yong, et al.
Publicado: (2024)
por: He, Yong, et al.
Publicado: (2024)
A Note on the Likelihood Ratio Test in High-Dimensional Exploratory Factor Analysis
por: He, Yinqiu, et al.
Publicado: (2020)
por: He, Yinqiu, et al.
Publicado: (2020)
Semiparametric Conditional Factor Models in Asset Pricing
por: Chen, Qihui, et al.
Publicado: (2021)
por: Chen, Qihui, et al.
Publicado: (2021)
Improved Bounds on the Probability of a Union and on the Number of Events that Occur
por: Adler, Ilan, et al.
Publicado: (2025)
por: Adler, Ilan, et al.
Publicado: (2025)
Strong Laws of Large Numbers for Generalizations of Fréchet Mean Sets
por: Schötz, Christof
Publicado: (2020)
por: Schötz, Christof
Publicado: (2020)
Kernel Ridge Regression with Predicted Feature Inputs and Applications to Factor-Based Nonparametric Regression
por: Bing, Xin, et al.
Publicado: (2025)
por: Bing, Xin, et al.
Publicado: (2025)
Estimating the Number of Components in Finite Mixture Models via Variational Approximation
por: Wang, Chenyang, et al.
Publicado: (2024)
por: Wang, Chenyang, et al.
Publicado: (2024)
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
por: Hu, Jiang, et al.
Publicado: (2025)
por: Hu, Jiang, et al.
Publicado: (2025)
The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
por: Gersing, Philipp, et al.
Publicado: (2023)
por: Gersing, Philipp, et al.
Publicado: (2023)
Optimization via Strategic Law of Large Numbers
por: Chen, Xiaohong, et al.
Publicado: (2024)
por: Chen, Xiaohong, et al.
Publicado: (2024)
Uniform Laws of Large Numbers in Product Spaces
por: Holzman, Ron, et al.
Publicado: (2026)
por: Holzman, Ron, et al.
Publicado: (2026)
Nonparametric Estimation via Partial Derivatives
por: Dai, Xiaowu
Publicado: (2022)
por: Dai, Xiaowu
Publicado: (2022)
Multiple Hypothesis Testing To Estimate The Number Of Communities in Stochastic Block Models
por: Jha, Chetkar, et al.
Publicado: (2025)
por: Jha, Chetkar, et al.
Publicado: (2025)
Determine the Number of States in Hidden Markov Models via Marginal Likelihood
por: Chen, Yang, et al.
Publicado: (2024)
por: Chen, Yang, et al.
Publicado: (2024)
Fixed-order PCA: Theory for Overestimated Factor Models
por: Liao, Yuan, et al.
Publicado: (2026)
por: Liao, Yuan, et al.
Publicado: (2026)
Counting Stars is Constant-Degree Optimal For Detecting Any Planted Subgraph
por: Yu, Xifan, et al.
Publicado: (2024)
por: Yu, Xifan, et al.
Publicado: (2024)
Sharp Non-Asymptotic Bounds for the Star Discrepancy of Double-Infinite Random Matrices via Optimal Covering Numbers
por: Xu, Xiaoda, et al.
Publicado: (2025)
por: Xu, Xiaoda, et al.
Publicado: (2025)
Sharp Large Deviations for the Number of Descents and the Major Index in a Random Permutation
por: Bercu, Bernard, et al.
Publicado: (2024)
por: Bercu, Bernard, et al.
Publicado: (2024)
Model Checking for Regressions Based on Weighted Residual Processes with Diverging Number of Predictors
por: Hu, Yue, et al.
Publicado: (2026)
por: Hu, Yue, et al.
Publicado: (2026)
Factor Strength Estimation in Vector and Matrix Time Series Factor Models
por: Chen, Weilin, et al.
Publicado: (2024)
por: Chen, Weilin, et al.
Publicado: (2024)
Matching Criterion for Identifiability in Sparse Factor Analysis
por: Sturma, Nils, et al.
Publicado: (2025)
por: Sturma, Nils, et al.
Publicado: (2025)
Staleness Factors and Volatility Estimation at High Frequencies
por: Kong, Xinbing, et al.
Publicado: (2024)
por: Kong, Xinbing, et al.
Publicado: (2024)
The Condition-Number Principle for Prototype Clustering
por: Li, Romano, et al.
Publicado: (2026)
por: Li, Romano, et al.
Publicado: (2026)
Statistical Impossibility and Possibility of Aligning LLMs with Human Preferences: From Condorcet Paradox to Nash Equilibrium
por: Liu, Kaizhao, et al.
Publicado: (2025)
por: Liu, Kaizhao, et al.
Publicado: (2025)
High Dimensional Factor Analysis with Weak Factors
por: Choi, Jungjun, et al.
Publicado: (2024)
por: Choi, Jungjun, et al.
Publicado: (2024)
Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach
por: Stoepker, Ivo V., et al.
Publicado: (2020)
por: Stoepker, Ivo V., et al.
Publicado: (2020)
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
por: Yeon, Hyemin, et al.
Publicado: (2023)
por: Yeon, Hyemin, et al.
Publicado: (2023)
Multiple Testing under High-dimensional Dynamic Factor Model
por: Yang, Xinxin, et al.
Publicado: (2023)
por: Yang, Xinxin, et al.
Publicado: (2023)
Multi-Channel Factor Analysis: Identifiability and Asymptotics
por: Stanton, Gray, et al.
Publicado: (2024)
por: Stanton, Gray, et al.
Publicado: (2024)
Consistency of the Bayesian Information Criterion for Model Selection in Exploratory Factor Analysis
por: Nguyen, Hien Duy, et al.
Publicado: (2026)
por: Nguyen, Hien Duy, et al.
Publicado: (2026)
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient
por: Xia, Liqi, et al.
Publicado: (2024)
por: Xia, Liqi, et al.
Publicado: (2024)
High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors
por: Kong, Xinbing, et al.
Publicado: (2025)
por: Kong, Xinbing, et al.
Publicado: (2025)
Empirical Measures and Strong Laws of Large Numbers in Categorical Probability
por: Fritz, Tobias, et al.
Publicado: (2025)
por: Fritz, Tobias, et al.
Publicado: (2025)
Ejemplares similares
-
On the Assessment of Bootstrap Intervals for Samples of Fixed Size
por: Wang, Weizhen, et al.
Publicado: (2024) -
Riemannian Statistics for Any Type of Data
por: Rojas, Oldemar Rodriguez
Publicado: (2024) -
Resolution of the Borel-Kolmogorov Paradox via the Maximum Entropy Principle
por: Trésor, Raphaël, et al.
Publicado: (2025) -
A Heavily Right Strategy for Statistical Inference with Dependent Studies in Any Dimension
por: Liu, Tianle, et al.
Publicado: (2025) -
TransPCA for Large-dimensional Factor Analysis with Weak Factors: Power Enhancement via Knowledge Transfer
por: He, Yong, et al.
Publicado: (2025)