5 citations · 20 across the 10 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
stat.ME2022
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…
stat.ME2022★ 2 cited
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…