most citedManifold Principle Component Analysis for Large-Dimensional Matrix Elliptical Factor Model

4 citations · 4 across the 1 of their papers we have counts for

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stat.ME2022★ 4 cited

Manifold Principle Component Analysis for Large-Dimensional Matrix Elliptical Factor Model

ZeYu Li, Yong He, Xinbing Kong +1

Matrix factor model has been growing popular in scientific fields such as econometrics, which serves as a two-way dimension reduction tool for matrix sequences. In this article, we…