378 citations · 954 across the 33 of their papers we have counts for
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stat.ME2026
SAUSS: Stochastic Approximation with Unbiased Simulated Scores for Limited Dependent Variable Models
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
Simulated maximum likelihood is widely used in latent-variable models where likelihood evaluation requires intractable integrals or probabilities. With a fixed number of simulation…
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 \…