Cover Image

Identification and Estimation of Multi-order Tensor Factor Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Cen, Zetai
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory 62H25 (Primary) 62M10, 62H15 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On Testing Kronecker Product Structure in Tensor Factor Models
by: Cen, Zetai, et al.
Published: (2025)

Tensor Time Series Imputation through Tensor Factor Modelling
by: Cen, Zetai, et al.
Published: (2024)

Matrix-valued Factor Model with Time-varying Main Effects
by: Lam, Clifford, et al.
Published: (2024)

Sparsity of the Main Effect Matrix Factor Model
by: Cen, Zetai, et al.
Published: (2025)

Statistical Inference for Low-Rank Tensor Models
by: Xu, Ke, et al.
Published: (2025)

Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls
by: Gerard, David, et al.
Published: (2017)

Extreme value theory for singular subspace estimation in the matrix denoising model
by: Chang, Junhyung, et al.
Published: (2025)

Tensor Factor Model Estimation by Iterative Projection
by: Han, Yuefeng, et al.
Published: (2020)

Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
by: Cui, Junfeng, et al.
Published: (2025)

Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
by: Gnettner, Felix, et al.
Published: (2023)

Many-sample tests for the dimensionality hypothesis for large covariance matrices among groups
by: Mei, Tianxing, et al.
Published: (2026)

Unification of Rare and Weak Detection Models using Moderate Deviations Analysis and Log-Chisquared P-values
by: Kipnis, Alon
Published: (2021)

Bayesian Benefit-Risk Assessment with Dependent Outcomes via Latent Factor Models
by: Vamvourellis, Konstantinos, et al.
Published: (2022)

Clustering Multivariate Time Series using Energy Distance
by: Davis, Richard A., et al.
Published: (2023)

Sparse canonical correlation analysis for multiple measurements with latent trajectories
by: Senar, Nuria, et al.
Published: (2025)

Subspace decompositions for association structure learning in multivariate categorical response regression
by: Zhao, Hongru, et al.
Published: (2024)

Controlling the False Discovery Rate in Subspace Selection
by: Díaz, Mateo, et al.
Published: (2024)

Consistent DAG selection for Bayesian causal discovery under general error distributions
by: Chaudhuri, Anamitra, et al.
Published: (2025)

Consistent Bayesian causal discovery for structural equation models with equal error variances
by: Chaudhuri, Anamitra, et al.
Published: (2025)

High-Dimensional Change-Point Detection via Angular Kernel Statistics
by: Choudhury, Jyotishka Ray, et al.
Published: (2026)

A robust Likelihood Ratio Test for high-dimensional MANOVA -- with excellent performance
by: Coelho, Carlos A.
Published: (2025)

Extreme-PLS with missing data under weak dependence
by: Girard, Stéphane, et al.
Published: (2025)

A method for sparse and robust independent component analysis
by: Heinonen, Lauri, et al.
Published: (2025)

Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
by: Lee, Kwangmin, et al.
Published: (2024)

Covariance Correction for Permutation Statistics in Multiple Testing Problems
by: Munko, Merle, et al.
Published: (2026)

Sliding Window Informative Canonical Correlation Analysis
by: Prasadan, Arvind
Published: (2025)

Bi-dendrograms for clustering the categories of a multivariate categorical data set
by: Greenacre, Michael, et al.
Published: (2025)

The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
by: Spector, Asher, et al.
Published: (2024)

Reduced-Rank Autoregressive Model for High-Dimensional Multivariate Network Time Series
by: Lyu, Qi, et al.
Published: (2026)

Shiha Distribution: Statistical Properties and Applications to Reliability Engineering and Environmental Data
by: Shiha, F. A.
Published: (2026)

Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
by: Levine, Michael, et al.
Published: (2023)

Copula Modelling of Serially Correlated Multivariate Data with Hidden Structures
by: Zimmerman, Robert, et al.
Published: (2022)

Markov Combinations of Discrete Statistical Models
by: Marigliano, Orlando, et al.
Published: (2025)

Restrictions of PCBNs for integration-free computations
by: Derumigny, Alexis, et al.
Published: (2025)

Low-Rank and Sparse Drift Estimation for High-Dimensional Lévy-Driven Ornstein--Uhlenbeck Processes
by: Palaisti, Marina
Published: (2026)

Regularised Canonical Correlation Analysis: graphical lasso, biplots and beyond
by: Wells, Lennie, et al.
Published: (2024)

Regularized Estimation of Sparse Spectral Precision Matrices
by: Deb, Navonil, et al.
Published: (2024)

Partial correlation graphs for continuous-parameter time series
by: Fasen-Hartmann, Vicky, et al.
Published: (2024)

Bayesian Joint Modeling of Interrater and Intrarater Reliability with Multilevel Data
by: Hawila, Nour, et al.
Published: (2024)

Ordinal pattern dependence and multivariate measures of dependence
by: Silbernagel, Angelika, et al.
Published: (2024)