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20222026
most citedA new non-parametric Kendall's tau for matrix-valued elliptical observations

2 citations · 3 across the 6 of their papers we have counts for

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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

Large-dimensional Robust Factor Analysis with Group Structure

Yong He, Xiaoyang Ma, Xingheng Wang +1

In this paper, we focus on exploiting the group structure for large-dimensional factor models, which captures the homogeneous effects of common factors on individuals within the sa…