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Statistical Inference for High-Dimensional Matrix-Variate Factor Models - MaRDI portal

Statistical Inference for High-Dimensional Matrix-Variate Factor Models

From MaRDI portal
Publication:6165291

DOI10.1080/01621459.2021.1970569arXiv2001.01890MaRDI QIDQ6165291

Elynn Y. Chen, Jianqing Fan

Publication date: 4 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.01890



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