5 citations · 20 across the 10 of their papers we have counts for
11 papers
One-step group factor analysis via penalized least squares
Xinbing Kong, Xiaoying Pan, Long Yu +1
In this article, we revisit the problem of group factor analysis and propose a one-step penalized least squares method to estimate the factor loadings and factors in large-dimensio…
Matrix Quantile Factor Model
Xin-Bing Kong, Yong-Xin Liu, Long Yu +1
This paper introduces a matrix quantile factor model for matrix-valued data with low-rank structure. We estimate the row and column factor spaces via minimizing the empirical check…
A new non-parametric Kendall's tau for matrix-valued elliptical observations
Yong He, Yalin Wang, Long Yu +2
In this article, we first propose generalized row/column matrix Kendall's tau for matrix-variate observations that are ubiquitous in areas such as finance and medical imaging. For…
Online Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure
Yong He, Xin-bing Kong, Lorenzo Trapani +1
This paper proposes a novel methodology for the online detection of changepoints in the factor structure of large matrix time series. Our approach is based on the well-known fact t…
Matrix Factor Analysis: From Least Squares to Iterative Projection
Yong He, Xinbing Kong, Long Yu +2
In this article, we study large-dimensional matrix factor models and estimate the factor loading matrices and factor score matrix by minimizing square loss function. Interestingly,…
One-way or Two-way Factor Model for Matrix Sequences?
Yong He, Xin-bing Kong, Lorenzo Trapani +1
This paper investigates the issue of determining the dimensions of row and column factor spaces in matrix-valued data. Exploiting the eigen-gap in the spectrum of sample second mom…