Matrix-variate data analysis by two-way factor model with replicated observations

One-way or two-way factor model for matrix sequences?

(2023) Yong He et al.   Journal of Econometrics

Projected estimation for large-dimensional matrix factor models

(2021) Long Yu et al.   JOURNAL OF ECONOMETRICS

Factor Models for High-Dimensional Tensor Time Series

(2021) Rong Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Large-Dimensional Factor Analysis Without Moment Constraints

(2020) Yong He et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Estimating Number of Factors by Adjusted Eigenvalues Thresholding

(2020) Jianqing Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Constrained Factor Models for High-Dimensional Matrix-Variate Time Series

(2019) Elynn Y. Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Factor and idiosyncratic empirical processes

(2018) Xinbing Kong et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Factor models for matrix-valued high-dimensional time series

(2018) Dong Wang et al.   JOURNAL OF ECONOMETRICS

Large covariance estimation by thresholding principal orthogonal complements

(2013) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

High-dimensional covariance matrix estimation in approximate factor models

(2012) Jianqing Fan et al.   ANNALS OF STATISTICS

Factor modeling for high-dimensional time series: Inference for the number of factors

(2012) Clifford Lam et al.   ANNALS OF STATISTICS

Statistical analysis of factor models of high dimension

(2012) Jushan Bai et al.   ANNALS OF STATISTICS

Matrix-Variate Factor Analysis and Its Applications

(2008) Xianchao Xie et al.   IEEE TRANSACTIONS ON NEURAL NETWORKS