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1205.6617
Cited By
Statistical analysis of factor models of high dimension
30 May 2012
Jushan Bai
Kunpeng Li
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Papers citing
"Statistical analysis of factor models of high dimension"
50 / 57 papers shown
Feature Selection for Latent Factor Models
Computer Vision and Pattern Recognition (CVPR), 2024
Rittwika Kansabanik
Adrian Barbu
437
0
0
13 Dec 2024
Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model
Yong He
Yujie Hou
Haixia Liu
Yalin Wang
321
1
0
10 Nov 2024
Assumption-Lean Post-Integrated Inference with Surrogate Control Outcomes
Jin-Hong Du
Kathryn Roeder
Larry Wasserman
416
1
0
07 Oct 2024
Profiled Transfer Learning for High Dimensional Linear Model
Ziqian Lin
Junlong Zhao
Fang Wang
Han Wang
323
5
0
02 Jun 2024
Factor Strength Estimation in Vector and Matrix Time Series Factor Models
Weilin Chen
Clifford Lam
AI4TS
225
1
0
12 May 2024
Probabilistic Reduced-Dimensional Vector Autoregressive Modeling with Oblique Projections
Yanfang Mo
S. Qin
120
5
0
14 Jan 2024
Optimal vintage factor analysis with deflation varimax
Xin Bing
Dian Jin
Yuqian Zhang
Yuqian Zhang
910
2
0
16 Oct 2023
Simultaneous inference for generalized linear models with unmeasured confounders
Jin-Hong Du
Larry Wasserman
Kathryn Roeder
446
9
0
13 Sep 2023
Sparse factor models of high dimension
B. Poignard
Y. Terada
190
1
0
12 Jul 2023
Structural equation modeling with latent variables for diffusion processes and its application to sparse estimation
Koki Kawabata
Mohit Wadhwa
177
5
0
04 May 2023
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
M. Barigozzi
319
3
0
21 Mar 2023
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA
Annals of Statistics (Ann. Stat.), 2023
Yuchen Zhou
Yuxin Chen
290
7
0
10 Mar 2023
Joint Space-Time Sparsity Based Jamming Detection for Mission-Critical mMTC Networks
IEEE Transactions on Communications (IEEE Trans. Commun.), 2023
Shao-Di Wang
Hui-Ming Wang
Zhetao Li
Victor C. M. Leung
153
4
0
03 Jan 2023
Robustifying Markowitz
W. Hardle
Yegor Klochkov
Alla Petukhina
Nikita Zhivotovskiy
169
7
0
28 Dec 2022
Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies
Journal of Econometrics (JE), 2022
Runzhe Wan
Yingying Li
Wenbin Lu
Rui Song
224
4
0
25 Dec 2022
A Bayesian Framework on Asymmetric Mixture of Factor Analyser
Hamid Reza Safaeyan
K. Zare
M. Mahmoudi
Amir H. Mosavi
115
0
0
01 Nov 2022
Optimal Discriminant Analysis in High-Dimensional Latent Factor Models
Annals of Statistics (Ann. Stat.), 2022
Xin Bing
M. Wegkamp
216
3
0
23 Oct 2022
Structural equation modeling with latent variables for diffusion processes based on high-frequency data
Shogo Kusano
Masayuki Uchida
135
0
0
21 Oct 2022
High-dimensional factor copula models with estimation of latent variables
Journal of Multivariate Analysis (J. Multivar. Anal.), 2022
Xinyao Fan
H. Joe
105
4
0
28 May 2022
Confidence Intervals for the Number of Components in Factor Analysis and Principal Components Analysis via Subsampling
Chetkar Jha
Ian Barnett
229
1
0
10 May 2022
Are Latent Factor Regression and Sparse Regression Adequate?
Journal of the American Statistical Association (JASA), 2022
Jianqing Fan
Zhipeng Lou
Mengxin Yu
CML
240
40
0
02 Mar 2022
A Large Confirmatory Dynamic Factor Model for Stock Market Returns in Different Time Zones
Journal of Econometrics (JE), 2022
O. Linton
Haihan Tang
Jianbin Wu
AIFin
432
0
0
08 Feb 2022
Statistical inference in factor analysis for diffusion processes from discrete observations
Journal of Statistical Planning and Inference (JSPI), 2022
Shogo Kusano
Masayuki Uchida
155
6
0
03 Feb 2022
Large factor model estimation by nuclear norm plus
l
1
l_1
l
1
norm penalization
M. Farné
A. Montanari
277
0
0
06 Apr 2021
Preprocessing noisy functional data: a multivariate perspective
Electronic Journal of Statistics (EJS), 2020
Siegfried Hormann
Fatima Jammoul
183
5
0
10 Dec 2020
Consistently recovering the signal from noisy functional data
Journal of Multivariate Analysis (JMA), 2020
Siegfried Hormann
Fatima Jammoul
252
12
0
09 Dec 2020
Detecting approximate replicate components of a high-dimensional random vector with latent structure
Bernoulli (Bernoulli), 2020
Xin Bing
F. Bunea
M. Wegkamp
321
5
0
05 Oct 2020
Factor analysis in high dimensional biological data with dependent observations
Chris McKennan
CML
115
8
0
23 Sep 2020
Recent Developments on Factor Models and its Applications in Econometric Learning
Annual Review of Financial Economics (ARFE), 2020
Jianqing Fan
Kunpeng Li
Yuan Liao
240
18
0
21 Sep 2020
A Note on the Likelihood Ratio Test in High-Dimensional Exploratory Factor Analysis
Yinqiu He
Zi Wang
Gongjun Xu
208
1
0
14 Aug 2020
Towards Clarifying the Theory of the Deconfounder
Yixin Wang
David M. Blei
CML
AI4CE
103
23
0
10 Mar 2020
A note on identifiability conditions in confirmatory factor analysis
W. Leeb
CML
182
6
0
05 Dec 2019
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
Annals of Statistics (Ann. Stat.), 2019
A. Belloni
Mingli Chen
Oscar Hernan Madrid Padilla
Zixuan Wang
Wang
244
20
0
04 Dec 2019
Integrative Factor Regression and Its Inference for Multimodal Data Analysis
Journal of the American Statistical Association (JASA), 2019
Quefeng Li
Lexin Li
262
36
0
11 Nov 2019
Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors
Journal of the American Statistical Association (JASA), 2019
Jianqing Fan
Yuan Liao
258
33
0
04 Aug 2019
Identifiability of Hierarchical Latent Attribute Models
Statistica sinica (Stat. Sinica), 2019
Yuqi Gu
Gongjun Xu
346
10
0
19 Jun 2019
Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices
M. Daniele
W. Pohlmeier
A. Zagidullina
130
8
0
13 Jun 2019
Factor Models for High-Dimensional Tensor Time Series
Journal of the American Statistical Association (JASA), 2019
Rong Chen
Dan Yang
Cun-Hui Zhang
AI4TS
326
127
0
18 May 2019
User-Friendly Covariance Estimation for Heavy-Tailed Distributions
Y. Ke
Stanislav Minsker
Zhao Ren
Qiang Sun
Wen-Xin Zhou
350
63
0
05 Nov 2018
Heteroskedastic PCA: Algorithm, Optimality, and Applications
Anru R. Zhang
T. Tony Cai
Yihong Wu
443
80
0
19 Oct 2018
Sufficient and Necessary Conditions for the Identifiability of the
Q
Q
Q
-matrix
Yuqi Gu
Gongjun Xu
167
47
0
09 Oct 2018
Robust high dimensional factor models with applications to statistical machine learning
Jianqing Fan
Kaizheng Wang
Yiqiao Zhong
Ziwei Zhu
213
62
0
12 Aug 2018
Computation of the Maximum Likelihood estimator in low-rank Factor Analysis
K. Khamaru
Rahul Mazumder
139
18
0
18 Jan 2018
Permutation methods for factor analysis and PCA
Guang Cheng
367
58
0
02 Oct 2017
Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls
David Gerard
M. Stephens
154
11
0
23 May 2017
SOFAR: large-scale association network learning
Yoshimasa Uematsu
Yingying Fan
Kun Chen
Jinchi Lv
Wei Lin
CML
172
39
0
26 Apr 2017
Adaptive Estimation in Structured Factor Models with Applications to Overlapping Clustering
Xin Bing
F. Bunea
Y. Ning
M. Wegkamp
545
42
0
23 Apr 2017
Embracing the Blessing of Dimensionality in Factor Models
Quefeng Li
Guang Cheng
Jianqing Fan
Yuyan Wang
172
43
0
25 Oct 2016
Certifiably Optimal Low Rank Factor Analysis
Dimitris Bertsimas
M. Copenhaver
Rahul Mazumder
116
45
0
23 Apr 2016
Confounder Adjustment in Multiple Hypothesis Testing
Annals of Statistics (Ann. Stat.), 2015
Jingshu Wang
Qingyuan Zhao
Trevor Hastie
Art B. Owen
CML
227
117
0
17 Aug 2015
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