1 citations · 2 across the 2 of their papers we have counts for
2 papers
math.ST2024★ 1 cited
Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model
Yong He, Yujie Hou, Haixia Liu +1
Matrix factor models have been growing popular dimension reduction tools for large-dimensional matrix time series. However, the heteroscedasticity of the idiosyncratic components h…
stat.ME2024★ 1 cited
Subgroup Identification with Latent Factor Structure
Yong He, Dong Liu, Fuxin Wang +2
Subgroup analysis has garnered increasing attention for its ability to identify meaningful subgroups within heterogeneous populations, thereby enhancing predictive power. However,…