92 citations · 235 across the 9 of their papers we have counts for
Showing 2020 · stat.MEShow all
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stat.ME2020★ 33 cited
Rank Determination in Tensor Factor Model
Yuefeng Han, Rong Chen, Cun-Hui Zhang
Factor model is an appealing and effective analytic tool for high-dimensional time series, with a wide range of applications in economics, finance and statistics. This paper develo…
stat.ME2020★ 5 cited
Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics
Elynn Y. Chen, Xin Yun, Rong Chen +1
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously…