Statistical Inference for High-dimensional Matrix-variate Factor Models with Missing Observations

Documenti analoghi

• Sparse-Smooth Spatially Varying Coefficient Quantile Regression
  di: Jian, Hou, et al.
  Pubblicazione: (2025)
• Self-Normalized Quantile Empirical Saddlepoint Approximation
  di: Jian, Hou, et al.
  Pubblicazione: (2025)
• Imputed quantile vector autoregressive model for multivariate spatial–temporal data
  di: Liang Jinwen, et al.
  Pubblicazione: (2024)
• High-dimensional Statistical Inference and Variable Selection Using Sufficient Dimension Association
  di: Ye, Shangyuan, et al.
  Pubblicazione: (2024)
• Factor and Idiosyncratic VAR Volatility Matrix Models for Heavy-Tailed High-Frequency Financial Observations
  di: Shin, Minseok, et al.
  Pubblicazione: (2021)