Pages that link to "Item:Q6165291"
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The following pages link to Statistical Inference for High-Dimensional Matrix-Variate Factor Models (Q6165291):
Displaying 9 items.
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data (Q5066017) (← links)
- (Q5421705) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Adaptively robust high-dimensional matrix factor analysis under Huber loss function (Q6541938) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
- Low-rank latent matrix-factor prediction modeling for generalized high-dimensional matrix-variate regression (Q6626885) (← links)
- The spatial-temporal lag model of matrix-valued time series and its application (Q6654108) (← links)
