2 papers
stat.ME2026
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…
stat.ME2024
Generalized Matrix Factor Model
Xinbing Kong, Tong Zhang
This article introduces a nonlinear generalized matrix factor model (GMFM) that allows for mixed-type variables, extending the scope of linear matrix factor models (LMFM) that are…