4 citations · 5 across the 2 of their papers we have counts for
2 papers
stat.ME2024★ 1 cited
Subgroup Identification with Latent Factor Structure
Yong He, Dong Liu, Fuxin Wang +2
Subgroup analysis has garnered increasing attention for its ability to identify meaningful subgroups within heterogeneous populations, thereby enhancing predictive power. However,…
stat.ME2023★ 4 cited
Huber Principal Component Analysis for Large-dimensional Factor Models
Yong He, Lingxiao Li, Dong Liu +1
Factor models have been widely used in economics and finance. However, the heavy-tailed nature of macroeconomic and financial data is often neglected in the existing literature. To…