No articles match
A-short-introduction-to-KOFM5 months ago
1. A testing problem in tensor factor models | 2. Tensor reshape | 3. An example (under the null) to perform the test | 4. Another example (under the alternative) | References
KOFM 1.1.1Zetai Cen A-short-introduction-to-KOFM.Rmd
A-short-introduction-to-MEFM2 years ago
1. Model generation and estimation | 2. Asymptotic normality of grand mean and main effect estimators | 3. Asymptotic normality of estimated loading matrix rows | 4. Comparison with traditional factor models | References
MEFM 0.1.1Zetai Cen A-short-introduction-to-MEFM.Rmd
A-short-introduction-to-tensorMiss2 years ago
1 Quick start: unfolding, refolding, and k-mode matrix product | 2 Missing value imputation for tensor factor models | 3 Asymptotic normality of estimated loading matrix rows | References
tensorMiss 1.1.1Zetai Cen A-short-introduction-to-tensorMiss.Rmd