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stat.ME2023★ 1 cited
Robust Statistical Inference for Large-dimensional Matrix-valued Time Series via Iterative Huber Regression
Yong He, Xin-Bing Kong, Dong Liu +1
Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistica…
stat.ME2023
An Efficient Iterative Least Squares Algorithm for Large-dimensional Matrix Factor Model via Random Projection
Yong He, Ran Zhao, Wen-Xin Zhou
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this pa…