research
∙
06/05/2023
Robust Statistical Inference for Large-dimensional Matrix-valued Time Series via Iterative Huber Regression
Matrix factor model is drawing growing attention for simultaneous two-wa...
share
research
∙
08/18/2022
Matrix Quantile Factor Model
In this paper, we introduce a matrix quantile factor model for matrix se...
research
∙
12/27/2021
Online Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure
This paper proposes a novel methodology for the online detection of chan...
research
∙
10/03/2021
Vector or Matrix Factor Model? A Strong Rule Helps!
This paper investigates the issue of determining the dimensions of row a...
research
∙
03/23/2020