Matrix-variate data analysis by two-way factor model with replicated observations
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Publication:6137835
DOI10.1016/j.spl.2023.109904OpenAlexW4384156740MaRDI QIDQ6137835
No author found.
Publication date: 4 September 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2023.109904
EM algorithmmaximum likelihood estimationlarge sample propertiesmatrix-variate datatwo-way factor models
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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