1 citations · 1 across the 5 of their papers we have counts for
Showing 2024 · math.STShow all
2 papers · 2 filters
math.ST2024
Information Criterion-Based Rank Estimation Methods for Factor Analysis: A Unified Selection Consistency Theorem and Numerical Comparison
Toshinari Morimoto, Hung Hung, Su-Yun Huang
Over the years, numerous rank estimators for factor models have been proposed in the literature. This article focuses on information criterion-based rank estimators and investigate…
math.ST2024
On the asymptotic properties of product-PCA under the high-dimensional setting
Hung Hung, Chi-Chun Yeh, Su-Yun Huang
Principal component analysis (PCA) is a widely used dimension reduction method, but its performance is known to be non-robust to outliers. Recently, product-PCA (PPCA) has been sho…