23 citations · 34 across the 8 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2026
Fixed-order PCA: Theory for Overestimated Factor Models
Yuan Liao, Xin Tong, Wanjie Wang +1
We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension is fixed and only required to satisfy $R \…
math.ST2019
Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors
Jianqing Fan, Yuan Liao
Estimations and applications of factor models often rely on the crucial condition that the number of latent factors is consistently estimated, which in turn also requires that fact…
math.ST2018
Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes
Victor Chernozhukov, Christian Hansen, Yuan Liao +1
We study a panel data model with general heterogeneous effects where slopes are allowed to vary across both individuals and over time. The key dimension reduction assumption we emp…