Rank determination in tensor factor model
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Publication:2136659
DOI10.1214/22-EJS1991zbMath1493.62370arXiv2011.07131OpenAlexW3101998287MaRDI QIDQ2136659
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.07131
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Statistical ranking and selection procedures (62F07)
Related Items (4)
One-way or two-way factor model for matrix sequences? ⋮ Matrix-variate data analysis by two-way factor model with replicated observations ⋮ Matrix Factor Analysis: From Least Squares to Iterative Projection ⋮ Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging
Uses Software
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