2 citations · 4 across the 4 of their papers we have counts for
4 papers
CP-factorization for high dimensional tensor time series and double projection iterations
Jinyuan Chang, Guanglin Huang, Qiwei Yao +1
We adopt the canonical polyadic (CP) decomposition to model high-dimensional tensor time series. Our primary goal is to identify and estimate the factor loadings in the CP decompos…
Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
Xiucai Ding, Jiahui Xie, Long Yu +1
We consider the extreme eigenvalues of the sample covariance matrix under the generalized elliptical model that Here is a bounded positive…
Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models
Long Yu, Peng Zhao, Wang Zhou
This paper studies the impact of bootstrap procedure on the eigenvalue distributions of the sample covariance matrix under a high-dimensional factor structure. We provide asymptoti…
Testing Kronecker Product Covariance Matrices for High-dimensional Matrix-Variate Data
Long Yu, Jiahui Xie, Wang Zhou
Kronecker product covariance structure provides an efficient way to modeling the inter-correlations of matrix-variate data. In this paper, we propose testing statistics for Kroneck…