Yang, Cynthia Fan Common factors and spatial dependence: an application to US house prices. (English) Zbl 07484567 Econom. Rev. 40, No. 1, 14-50 (2021). MSC: 62P20 62M10 62M30 62H12 62H25 PDF BibTeX XML Cite \textit{C. F. Yang}, Econom. Rev. 40, No. 1, 14--50 (2021; Zbl 07484567) Full Text: DOI OpenURL
Chen, Mingjing Tests for the explanatory power of latent factors. (English) Zbl 1483.62148 Stat. Pap. 62, No. 6, 2825-2856 (2021). MSC: 62M10 62G10 62H25 PDF BibTeX XML Cite \textit{M. Chen}, Stat. Pap. 62, No. 6, 2825--2856 (2021; Zbl 1483.62148) Full Text: DOI OpenURL
Tsukuda, Koji; Matsuura, Shun Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components. (English) Zbl 1476.62129 J. Multivariate Anal. 186, Article ID 104822, 11 p. (2021). MSC: 62H25 62F05 60F05 PDF BibTeX XML Cite \textit{K. Tsukuda} and \textit{S. Matsuura}, J. Multivariate Anal. 186, Article ID 104822, 11 p. (2021; Zbl 1476.62129) Full Text: DOI arXiv OpenURL
Norkutė, Milda; Westerlund, Joakim The factor analytical approach in near unit root interactive effects panels. (English) Zbl 1471.62473 J. Econom. 221, No. 2, 569-590 (2021). MSC: 62M10 62F12 62H25 62M07 62P20 PDF BibTeX XML Cite \textit{M. Norkutė} and \textit{J. Westerlund}, J. Econom. 221, No. 2, 569--590 (2021; Zbl 1471.62473) Full Text: DOI OpenURL
Sarafidis, Vasilis (ed.); Wansbeek, Tom (ed.) Editorial: Celebrating 40 years of panel data analysis: past, present and future. (English) Zbl 1471.00028 J. Econom. 220, No. 2, 215-226 (2021). MSC: 00B25 62-06 91-06 PDF BibTeX XML Cite \textit{V. Sarafidis} (ed.) and \textit{T. Wansbeek} (ed.), J. Econom. 220, No. 2, 215--226 (2021; Zbl 1471.00028) Full Text: DOI OpenURL
Park, Heewon; Konishi, Sadanori Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis. (English) Zbl 1467.62108 Stat. Pap. 61, No. 6, 2283-2311 (2020). MSC: 62H25 62R07 PDF BibTeX XML Cite \textit{H. Park} and \textit{S. Konishi}, Stat. Pap. 61, No. 6, 2283--2311 (2020; Zbl 1467.62108) Full Text: DOI OpenURL
Achard, Sophie; Clausel, Marianne; Gannaz, Irène; Roueff, François New results on approximate Hilbert pairs of wavelet filters with common factors. (English) Zbl 1460.42051 Appl. Comput. Harmon. Anal. 49, No. 3, 1025-1045 (2020). Reviewer: Fritz Keinert (Ames) MSC: 42C40 PDF BibTeX XML Cite \textit{S. Achard} et al., Appl. Comput. Harmon. Anal. 49, No. 3, 1025--1045 (2020; Zbl 1460.42051) Full Text: DOI arXiv OpenURL
Shu, Hai; Wang, Xiao; Zhu, Hongtu D-CCA: a decomposition-based canonical correlation analysis for high-dimensional datasets. (English) Zbl 1437.62211 J. Am. Stat. Assoc. 115, No. 529, 292-306 (2020). MSC: 62H20 62P10 PDF BibTeX XML Cite \textit{H. Shu} et al., J. Am. Stat. Assoc. 115, No. 529, 292--306 (2020; Zbl 1437.62211) Full Text: DOI Link OpenURL
Li, Kunpeng; Cui, Guowei; Lu, Lina Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (English) Zbl 1456.62294 J. Econom. 216, No. 2, 327-353 (2020). MSC: 62P20 62H25 62M10 62F12 62E20 PDF BibTeX XML Cite \textit{K. Li} et al., J. Econom. 216, No. 2, 327--353 (2020; Zbl 1456.62294) Full Text: DOI OpenURL
Uno, Kohei; Adachi, Kohei; Trendafilov, Nickolay T. Clustered common factor exploration in factor analysis. (English) Zbl 1439.62156 Psychometrika 84, No. 4, 1048-1067 (2019). MSC: 62H30 62H25 PDF BibTeX XML Cite \textit{K. Uno} et al., Psychometrika 84, No. 4, 1048--1067 (2019; Zbl 1439.62156) Full Text: DOI OpenURL
Adachi, Kohei; Trendafilov, Nickolay T. Some inequalities contrasting principal component and factor analyses solutions. (English) Zbl 1430.62121 Jpn. J. Stat. Data Sci. 2, No. 1, 31-47 (2019). MSC: 62H25 15A23 PDF BibTeX XML Cite \textit{K. Adachi} and \textit{N. T. Trendafilov}, Jpn. J. Stat. Data Sci. 2, No. 1, 31--47 (2019; Zbl 1430.62121) Full Text: DOI Link OpenURL
Zhang, Yi-Chen; Sakhanenko, Lyudmila The naive Bayes classifier for functional data. (English) Zbl 1459.62234 Stat. Probab. Lett. 152, 137-146 (2019). MSC: 62R10 62H30 62H25 PDF BibTeX XML Cite \textit{Y.-C. Zhang} and \textit{L. Sakhanenko}, Stat. Probab. Lett. 152, 137--146 (2019; Zbl 1459.62234) Full Text: DOI OpenURL
Wang, Wan-Lun; Castro, Luis M.; Chang, Yen-Ting; Lin, Tsung-I Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings. (English) Zbl 1474.62209 Adv. Data Anal. Classif., ADAC 13, No. 2, 445-480 (2019). MSC: 62H25 62H30 PDF BibTeX XML Cite \textit{W.-L. Wang} et al., Adv. Data Anal. Classif., ADAC 13, No. 2, 445--480 (2019; Zbl 1474.62209) Full Text: DOI OpenURL
De Vos, Ignace; Westerlund, Joakim On CCE estimation of factor-augmented models when regressors are not linear in the factors. (English) Zbl 1417.62344 Econ. Lett. 178, 5-7 (2019). MSC: 62P20 62J05 62H12 PDF BibTeX XML Cite \textit{I. De Vos} and \textit{J. Westerlund}, Econ. Lett. 178, 5--7 (2019; Zbl 1417.62344) Full Text: DOI OpenURL
Chen, Mingjing; Yan, Jingzhou Unbiased CCE estimator for interactive fixed effects panels. (English) Zbl 1410.62080 Econ. Lett. 175, 1-4 (2019). MSC: 62H12 62H20 PDF BibTeX XML Cite \textit{M. Chen} and \textit{J. Yan}, Econ. Lett. 175, 1--4 (2019; Zbl 1410.62080) Full Text: DOI OpenURL
Reese, Simon; Westerlund, Joakim Estimation of factor-augmented panel regressions with weakly influential factors. (English) Zbl 07486298 Econom. Rev. 37, No. 5, 401-465 (2018). MSC: 62P20 62H25 62H12 PDF BibTeX XML Cite \textit{S. Reese} and \textit{J. Westerlund}, Econom. Rev. 37, No. 5, 401--465 (2018; Zbl 07486298) Full Text: DOI OpenURL
Arsova, Antonia; Örsal, Deniz Dilan Karaman Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. (English) Zbl 07484399 Econom. Rev. 37, No. 10, 1033-1050 (2018). MSC: 62M10 62M07 62H25 62P20 PDF BibTeX XML Cite \textit{A. Arsova} and \textit{D. D. K. Örsal}, Econom. Rev. 37, No. 10, 1033--1050 (2018; Zbl 07484399) Full Text: DOI OpenURL
Ohno, Saburo; Ando, Tomohiro Stock return predictability: a factor-augmented predictive regression system with shrinkage method. (English) Zbl 07481014 Econom. Rev. 37, No. 1, 29-60 (2018). MSC: 62P05 62J07 62H25 62P20 PDF BibTeX XML Cite \textit{S. Ohno} and \textit{T. Ando}, Econom. Rev. 37, No. 1, 29--60 (2018; Zbl 07481014) Full Text: DOI OpenURL
Wu, Jianhong Eigenvalue difference test for the number of common factors in the approximate factor models. (English) Zbl 1401.62092 Econ. Lett. 169, 63-67 (2018). MSC: 62H25 62M10 PDF BibTeX XML Cite \textit{J. Wu}, Econ. Lett. 169, 63--67 (2018; Zbl 1401.62092) Full Text: DOI OpenURL
Amiri, Leila; Khazaei, Mojtaba; Ganjali, Mojtaba General location model with factor analyzer covariance matrix structure and its applications. (English) Zbl 1414.62205 Adv. Data Anal. Classif., ADAC 11, No. 3, 593-609 (2017). MSC: 62H25 62H30 PDF BibTeX XML Cite \textit{L. Amiri} et al., Adv. Data Anal. Classif., ADAC 11, No. 3, 593--609 (2017; Zbl 1414.62205) Full Text: DOI OpenURL
Bali, Juan Lucas; Boente, Graciela Robust estimators under a functional common principal components model. (English) Zbl 1464.62022 Comput. Stat. Data Anal. 113, 424-440 (2017). MSC: 62-08 62F35 62H25 PDF BibTeX XML Cite \textit{J. L. Bali} and \textit{G. Boente}, Comput. Stat. Data Anal. 113, 424--440 (2017; Zbl 1464.62022) Full Text: DOI OpenURL
Hessen, David J. Lower bounds to the reliabilities of factor score estimators. (English) Zbl 1402.62310 Psychometrika 82, No. 3, 648-659 (2017). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{D. J. Hessen}, Psychometrika 82, No. 3, 648--659 (2017; Zbl 1402.62310) Full Text: DOI OpenURL
Budhiraja, Amarjit; Kira, Elisabeti; Saha, Subhamay Central limit results for jump diffusions with mean field interaction and a common factor. (English) Zbl 1373.60051 Stochastic Anal. Appl. 35, No. 5, 767-802 (2017). MSC: 60F05 60K35 60H30 60J70 PDF BibTeX XML Cite \textit{A. Budhiraja} et al., Stochastic Anal. Appl. 35, No. 5, 767--802 (2017; Zbl 1373.60051) Full Text: DOI arXiv Link OpenURL
Pepler, P. T.; Uys, D. W.; Nel, D. G. Discriminant analysis under the common principal components model. (English) Zbl 1381.62148 Commun. Stat., Simulation Comput. 46, No. 6, 4812-4827 (2017). MSC: 62H25 62H30 PDF BibTeX XML Cite \textit{P. T. Pepler} et al., Commun. Stat., Simulation Comput. 46, No. 6, 4812--4827 (2017; Zbl 1381.62148) Full Text: DOI Link OpenURL
Saccenti, Edoardo; Timmerman, Marieke E. Considering Horn’s parallel analysis from a random matrix theory point of view. (English) Zbl 1360.62531 Psychometrika 82, No. 1, 186-209 (2017). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{E. Saccenti} and \textit{M. E. Timmerman}, Psychometrika 82, No. 1, 186--209 (2017; Zbl 1360.62531) Full Text: DOI Link OpenURL
Westerlund, Joakim; Mishra, Sagarika On the determination of the number of factors using information criteria with data-driven penalty. (English) Zbl 1394.62081 Stat. Pap. 58, No. 1, 161-184 (2017). MSC: 62H25 62M10 62P20 PDF BibTeX XML Cite \textit{J. Westerlund} and \textit{S. Mishra}, Stat. Pap. 58, No. 1, 161--184 (2017; Zbl 1394.62081) Full Text: DOI OpenURL
Kelava, Augustin; Kohler, Michael; Krzyżak, Adam; Schaffland, Tim Fabian Nonparametric estimation of a latent variable model. (English) Zbl 1352.62057 J. Multivariate Anal. 154, 112-134 (2017). MSC: 62G08 62G20 62H25 PDF BibTeX XML Cite \textit{A. Kelava} et al., J. Multivariate Anal. 154, 112--134 (2017; Zbl 1352.62057) Full Text: DOI OpenURL
Liu, Xuejing; Huo, Lei; Wen, Xuerong Meggie; Paige, Robert A link-free approach for testing common indices for three or more multi-index models. (English) Zbl 1351.62116 J. Multivariate Anal. 153, 236-245 (2017). MSC: 62H15 62H25 62G08 62G20 PDF BibTeX XML Cite \textit{X. Liu} et al., J. Multivariate Anal. 153, 236--245 (2017; Zbl 1351.62116) Full Text: DOI OpenURL
Schurz, Gerhard Common cause abduction: the formation of theoretical concepts and models in science. (English) Zbl 1405.03020 Log. J. IGPL 24, No. 4, 494-509 (2016). MSC: 03A10 PDF BibTeX XML Cite \textit{G. Schurz}, Log. J. IGPL 24, No. 4, 494--509 (2016; Zbl 1405.03020) Full Text: DOI OpenURL
Stegeman, Alwin A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts. (English) Zbl 1468.62181 Comput. Stat. Data Anal. 99, 189-203 (2016). MSC: 62-08 62H25 62P15 PDF BibTeX XML Cite \textit{A. Stegeman}, Comput. Stat. Data Anal. 99, 189--203 (2016; Zbl 1468.62181) Full Text: DOI OpenURL
Hecq, Alain; Laurent, Sébastien; Palm, Franz C. On the univariate representation of BEKK models with common factors. (English) Zbl 06835920 J. Time Ser. Econom. 8, No. 2, 91-113 (2016). MSC: 62M10 91B84 62P20 PDF BibTeX XML Cite \textit{A. Hecq} et al., J. Time Ser. Econom. 8, No. 2, 91--113 (2016; Zbl 06835920) Full Text: DOI Link OpenURL
Shang, Han Lin Mortality and life expectancy forecasting for a group of populations in developed countries: a multilevel functional data method. (English) Zbl 1391.62249 Ann. Appl. Stat. 10, No. 3, 1639-1672 (2016). MSC: 62P10 62M10 62N05 62H12 91D20 PDF BibTeX XML Cite \textit{H. L. Shang}, Ann. Appl. Stat. 10, No. 3, 1639--1672 (2016; Zbl 1391.62249) Full Text: DOI arXiv OpenURL
Johnson, Kent Realism and uncertainty of unobservable common causes in factor analysis. (English) Zbl 1360.62022 Nôus 50, No. 2, 329-355 (2016). MSC: 62A01 62H25 03A10 60A05 PDF BibTeX XML Cite \textit{K. Johnson}, Nôus 50, No. 2, 329--355 (2016; Zbl 1360.62022) Full Text: DOI OpenURL
Trendafilov, Nickolay T.; Gebru, Tsegay Gebrehiwot Recipes for sparse LDA of horizontal data. (English) Zbl 1365.62253 Metron 74, No. 2, 207-221 (2016). MSC: 62H30 62H25 65C60 PDF BibTeX XML Cite \textit{N. T. Trendafilov} and \textit{T. G. Gebru}, Metron 74, No. 2, 207--221 (2016; Zbl 1365.62253) Full Text: DOI OpenURL
Deng, Lifang; Yuan, Ke-Hai Comparing latent means without mean structure models: a projection-based approach. (English) Zbl 1345.62145 Psychometrika 81, No. 3, 802-829 (2016). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{L. Deng} and \textit{K.-H. Yuan}, Psychometrika 81, No. 3, 802--829 (2016; Zbl 1345.62145) Full Text: DOI OpenURL
Gu, Fei; Wu, Hao Raw data maximum likelihood estimation for common principal component models: a state space approach. (English) Zbl 1345.62147 Psychometrika 81, No. 3, 751-773 (2016). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{F. Gu} and \textit{H. Wu}, Psychometrika 81, No. 3, 751--773 (2016; Zbl 1345.62147) Full Text: DOI OpenURL
Pepler, P. T.; Uys, D. W.; Nel, D. G. A comparison of some methods for the selection of a common eigenvector model for the covariance matrices of two groups. (English) Zbl 1345.62086 Commun. Stat., Simulation Comput. 45, No. 8, 2917-2936 (2016). MSC: 62H25 62F40 PDF BibTeX XML Cite \textit{P. T. Pepler} et al., Commun. Stat., Simulation Comput. 45, No. 8, 2917--2936 (2016; Zbl 1345.62086) Full Text: DOI OpenURL
Westerlund, Joakim The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors. (English) Zbl 1349.62387 Stat. Pap. 57, No. 2, 303-317 (2016). MSC: 62M07 62M10 62E20 91B84 PDF BibTeX XML Cite \textit{J. Westerlund}, Stat. Pap. 57, No. 2, 303--317 (2016; Zbl 1349.62387) Full Text: DOI OpenURL
Martínez, Wilmer; Nieto, Fabio H.; Poncela, Pilar Choosing a dynamic common factor as a coincident index. (English) Zbl 1384.62292 Stat. Probab. Lett. 109, 89-98 (2016). MSC: 62M10 62H25 62P05 PDF BibTeX XML Cite \textit{W. Martínez} et al., Stat. Probab. Lett. 109, 89--98 (2016; Zbl 1384.62292) Full Text: DOI OpenURL
Xiao, Qihua; Huang, Shuolin; Wang, Wei Stratified factor model for factor analysis of multi-index panel data and its application. (Chinese. English summary) Zbl 1349.62435 Math. Pract. Theory 45, No. 12, 86-93 (2015). MSC: 62M10 62H25 62P20 PDF BibTeX XML Cite \textit{Q. Xiao} et al., Math. Pract. Theory 45, No. 12, 86--93 (2015; Zbl 1349.62435) OpenURL
Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert Bayesian Poisson log-bilinear models for mortality projections with multiple populations. (English) Zbl 1329.91111 Eur. Actuar. J. 5, No. 2, 245-281 (2015). MSC: 91D20 91B30 62F15 62P05 91B84 91G60 PDF BibTeX XML Cite \textit{K. Antonio} et al., Eur. Actuar. J. 5, No. 2, 245--281 (2015; Zbl 1329.91111) Full Text: DOI Link OpenURL
Lam, Eddie T. C.; Lee, Anita N. Misconceptions and misunderstandings (M&M) of exploratory factor analysis: some clarifications. (English) Zbl 1395.62142 Int. J. Math. Game Theory Algebra 23(2014), No. 3, 199-209 (2015). MSC: 62H25 PDF BibTeX XML Cite \textit{E. T. C. Lam} and \textit{A. N. Lee}, Int. J. Math. Game Theory Algebra 23, No. 3, 199--209 (2015; Zbl 1395.62142) OpenURL
Yamamoto, Yohei; Tanaka, Shinya Testing for factor loading structural change under common breaks. (English) Zbl 1337.62125 J. Econom. 189, No. 1, 187-206 (2015). MSC: 62H25 62F03 62M10 62P20 PDF BibTeX XML Cite \textit{Y. Yamamoto} and \textit{S. Tanaka}, J. Econom. 189, No. 1, 187--206 (2015; Zbl 1337.62125) Full Text: DOI Link OpenURL
Kleinow, Torsten A common age effect model for the mortality of multiple populations. (English) Zbl 1348.91233 Insur. Math. Econ. 63, 147-152 (2015). MSC: 91D20 62P05 62H25 91G20 PDF BibTeX XML Cite \textit{T. Kleinow}, Insur. Math. Econ. 63, 147--152 (2015; Zbl 1348.91233) Full Text: DOI OpenURL
Kohler, Michael; Müller, Florian; Walk, Harro Estimation of a regression function corresponding to latent variables. (English) Zbl 1328.62245 J. Stat. Plann. Inference 162, 88-109 (2015). MSC: 62G08 62G20 PDF BibTeX XML Cite \textit{M. Kohler} et al., J. Stat. Plann. Inference 162, 88--109 (2015; Zbl 1328.62245) Full Text: DOI OpenURL
Westerlund, Joakim; Urbain, Jean-Pierre Cross-sectional averages versus principal components. (English) Zbl 1331.62488 J. Econom. 185, No. 2, 372-377 (2015). MSC: 62P20 62H12 62H25 PDF BibTeX XML Cite \textit{J. Westerlund} and \textit{J.-P. Urbain}, J. Econom. 185, No. 2, 372--377 (2015; Zbl 1331.62488) Full Text: DOI OpenURL
Ando, Tomohiro; Tsay, Ruey S. A predictive approach for selection of diffusion index models. (English) Zbl 07534605 Econom. Rev. 33, No. 1-4, 68-99 (2014). MSC: 62P20 62B10 62H25 62M10 PDF BibTeX XML Cite \textit{T. Ando} and \textit{R. S. Tsay}, Econom. Rev. 33, No. 1--4, 68--99 (2014; Zbl 07534605) Full Text: DOI OpenURL
Liao, Wenhui The number of factors in factor analysis to the matrix rank. (Chinese. English summary) Zbl 1340.62055 J. Hunan Inst. Sci. Technol., Nat. Sci. 27, No. 4, 10-12, 27 (2014). MSC: 62H25 15A03 PDF BibTeX XML Cite \textit{W. Liao}, J. Hunan Inst. Sci. Technol., Nat. Sci. 27, No. 4, 10--12, 27 (2014; Zbl 1340.62055) OpenURL
Kissita, Gabriel; Niéré, Léonard; Makany, Roger Armand; Bidounga, Rufin; Mizère, Dominique Co-inertia analysis between two vertical multi-tables of type 2. (English) Zbl 1328.62376 Far East J. Theor. Stat. 49, No. 2, 97-127 (2014). MSC: 62H25 PDF BibTeX XML Cite \textit{G. Kissita} et al., Far East J. Theor. Stat. 49, No. 2, 97--127 (2014; Zbl 1328.62376) Full Text: Link OpenURL
Bai, Jushan; Li, Kunpeng Theory and methods of panel data models with interactive effects. (English) Zbl 1331.62112 Ann. Stat. 42, No. 1, 142-170 (2014). Reviewer: Dimitris Karlis (Athens) MSC: 62F12 62F30 62H12 62M10 62P20 62H25 62E20 PDF BibTeX XML Cite \textit{J. Bai} and \textit{K. Li}, Ann. Stat. 42, No. 1, 142--170 (2014; Zbl 1331.62112) Full Text: DOI arXiv Euclid OpenURL
Jin, Sainan; Su, Liangjun A nonparametric poolability test for panel data models with cross section dependence. (English) Zbl 07534744 Econom. Rev. 32, No. 4, 469-512 (2013). MSC: 62P20 62M10 62G10 62G20 62H12 PDF BibTeX XML Cite \textit{S. Jin} and \textit{L. Su}, Econom. Rev. 32, No. 4, 469--512 (2013; Zbl 07534744) Full Text: DOI OpenURL
Li, Jun-Bao; Peng, Yu; Liu, Datong Quasiconformal kernel common locality discriminant analysis with application to breast cancer diagnosis. (English) Zbl 1293.62135 Inf. Sci. 223, 256-269 (2013). MSC: 62H30 62H25 62P10 92C50 PDF BibTeX XML Cite \textit{J.-B. Li} et al., Inf. Sci. 223, 256--269 (2013; Zbl 1293.62135) Full Text: DOI OpenURL
Zhang, Yingwei; An, Jiayu; Li, Zhiming; Wang, Hong Modeling and monitoring for handling nonlinear dynamic processes. (English) Zbl 1284.62800 Inf. Sci. 235, 97-105 (2013). MSC: 62P30 62H25 90B30 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Inf. Sci. 235, 97--105 (2013; Zbl 1284.62800) Full Text: DOI OpenURL
Westerlund, Joakim; Urbain, Jean-Pierre On the estimation and inference in factor-augmented panel regressions with correlated loadings. (English) Zbl 1283.62072 Econ. Lett. 119, No. 3, 247-250 (2013). MSC: 62G05 62J05 62H12 91B82 PDF BibTeX XML Cite \textit{J. Westerlund} and \textit{J.-P. Urbain}, Econ. Lett. 119, No. 3, 247--250 (2013; Zbl 1283.62072) Full Text: DOI OpenURL
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas Optimal rank-based tests for common principal components. (English) Zbl 1457.62182 Bernoulli 19, No. 5B, 2524-2556 (2013). MSC: 62H15 62H25 62G10 PDF BibTeX XML Cite \textit{M. Hallin} et al., Bernoulli 19, No. 5B, 2524--2556 (2013; Zbl 1457.62182) Full Text: DOI OpenURL
Wang, Wan-Lun Mixtures of common factor analyzers for high-dimensional data with missing information. (English) Zbl 1277.62162 J. Multivariate Anal. 117, 120-133 (2013). MSC: 62H25 62H30 65C60 PDF BibTeX XML Cite \textit{W.-L. Wang}, J. Multivariate Anal. 117, 120--133 (2013; Zbl 1277.62162) Full Text: DOI OpenURL
Şimşek, Gülhayat Gölbaşi; Noyan, Fatma McDonald’s \(\omega_t\), Cronbach’s \(\alpha\), and generalized \(\theta\) for composite reliability of common factors structures. (English) Zbl 1302.62140 Commun. Stat., Simulation Comput. 42, No. 9, 2008-2025 (2013). MSC: 62H25 65C05 PDF BibTeX XML Cite \textit{G. G. Şimşek} and \textit{F. Noyan}, Commun. Stat., Simulation Comput. 42, No. 9, 2008--2025 (2013; Zbl 1302.62140) Full Text: DOI OpenURL
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni Asymptotics for panel models with common shocks. (English) Zbl 07534050 Econom. Rev. 31, No. 4, 390-439 (2012). MSC: 62M10 62H25 62P20 PDF BibTeX XML Cite \textit{C. Kao} et al., Econom. Rev. 31, No. 4, 390--439 (2012; Zbl 07534050) Full Text: DOI OpenURL
Krieg, Sabine; den Brakel, Jan A. Van Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends. (English) Zbl 1254.91672 Comput. Stat. Data Anal. 56, No. 10, 2918-2933 (2012). MSC: 91B84 62M10 91B82 PDF BibTeX XML Cite \textit{S. Krieg} and \textit{J. A. Van den Brakel}, Comput. Stat. Data Anal. 56, No. 10, 2918--2933 (2012; Zbl 1254.91672) Full Text: DOI OpenURL
Biswas, Swati; Lin, Shili Logistic Bayesian LASSO for identifying association with rare haplotypes and application to age-related macular degeneration. (English) Zbl 1274.62723 Biometrics 68, No. 2, 587-597 (2012). MSC: 62P10 PDF BibTeX XML Cite \textit{S. Biswas} and \textit{S. Lin}, Biometrics 68, No. 2, 587--597 (2012; Zbl 1274.62723) Full Text: DOI OpenURL
Hadri, Kaddour; Kurozumi, Eiji A simple panel stationarity test in the presence of serial correlation and a common factor. (English) Zbl 1242.91168 Econ. Lett. 115, No. 1, 31-34 (2012). MSC: 91B84 62M10 PDF BibTeX XML Cite \textit{K. Hadri} and \textit{E. Kurozumi}, Econ. Lett. 115, No. 1, 31--34 (2012; Zbl 1242.91168) Full Text: DOI OpenURL
Zheng, Wenming; Lin, Zhouchen A new discriminant subspace analysis approach for multi-class problems. (English) Zbl 1231.68240 Pattern Recognition 45, No. 4, 1426-1435 (2012). MSC: 68T10 62H25 PDF BibTeX XML Cite \textit{W. Zheng} and \textit{Z. Lin}, Pattern Recognition 45, No. 4, 1426--1435 (2012; Zbl 1231.68240) Full Text: DOI OpenURL
Boswijk, H. Peter; van der Weide, Roy Method of moments estimation of GO-GARCH models. (English) Zbl 1441.62614 J. Econom. 163, No. 1, 118-126 (2011). MSC: 62P20 62M10 62H12 62P05 PDF BibTeX XML Cite \textit{H. P. Boswijk} and \textit{R. van der Weide}, J. Econom. 163, No. 1, 118--126 (2011; Zbl 1441.62614) Full Text: DOI Link OpenURL
Kapetanios, G.; Pesaran, M. Hashem; Yamagata, T. Panels with non-stationary multifactor error structures. (English) Zbl 1441.62767 J. Econom. 160, No. 2, 326-348 (2011). MSC: 62P20 62M10 62H25 PDF BibTeX XML Cite \textit{G. Kapetanios} et al., J. Econom. 160, No. 2, 326--348 (2011; Zbl 1441.62767) Full Text: DOI HAL OpenURL
Fan, Jianqing; Liao, Yuan; Mincheva, Martina High-dimensional covariance matrix estimation in approximate factor models. (English) Zbl 1246.62151 Ann. Stat. 39, No. 6, 3320-3356 (2011). MSC: 62H25 62H12 62F12 PDF BibTeX XML Cite \textit{J. Fan} et al., Ann. Stat. 39, No. 6, 3320--3356 (2011; Zbl 1246.62151) Full Text: DOI arXiv Euclid OpenURL
Ibragimov, Rustam; Walden, Johan Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks. (English) Zbl 1219.91127 Ann. Finance 7, No. 3, 285-318 (2011). MSC: 91G10 91B30 62P05 PDF BibTeX XML Cite \textit{R. Ibragimov} and \textit{J. Walden}, Ann. Finance 7, No. 3, 285--318 (2011; Zbl 1219.91127) Full Text: DOI Link OpenURL
Chudik, Alexander; Pesaran, M. Hashem; Tosetti, Elisa Weak and strong cross-section dependence and estimation of large panels. (English) Zbl 1218.62097 Econom. J. 14, No. 1, C45-C90 (2011). MSC: 62M15 62H25 62H12 65C05 62P20 62M30 62F12 62Q05 PDF BibTeX XML Cite \textit{A. Chudik} et al., Econom. J. 14, No. 1, C45--C90 (2011; Zbl 1218.62097) Full Text: DOI OpenURL
Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. Detecting influential observations in principal components and common principal components. (English) Zbl 1284.62351 Comput. Stat. Data Anal. 54, No. 12, 2967-2975 (2010). MSC: 62H25 PDF BibTeX XML Cite \textit{G. Boente} et al., Comput. Stat. Data Anal. 54, No. 12, 2967--2975 (2010; Zbl 1284.62351) Full Text: DOI OpenURL
Tang, Linghan; Miao, Rui; Yang, Dong; Zhao, Yanzheng; Jiang, Zhibin An improved multivariate EWMA control chart. (Chinese. English summary) Zbl 1224.62155 J. Shanghai Jiaotong Univ. (Chin. Ed.) 44, No. 6, 868-872 (2010). MSC: 62P30 62H99 PDF BibTeX XML Cite \textit{L. Tang} et al., J. Shanghai Jiaotong Univ. (Chin. Ed.) 44, No. 6, 868--872 (2010; Zbl 1224.62155) OpenURL
Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas Testing for common principal components under heterokurticity. (English) Zbl 1332.62193 J. Nonparametric Stat. 22, No. 7, 879-895 (2010). MSC: 62H25 62G10 62H15 PDF BibTeX XML Cite \textit{M. Hallin} et al., J. Nonparametric Stat. 22, No. 7, 879--895 (2010; Zbl 1332.62193) Full Text: DOI Link OpenURL
Lê, Sébastien; Pagès, Jérôme DMFA: dual multiple factor analysis. (English) Zbl 1187.62110 Commun. Stat., Theory Methods 39, No. 3, 483-492 (2010). MSC: 62H25 65C60 PDF BibTeX XML Cite \textit{S. Lê} and \textit{J. Pagès}, Commun. Stat., Theory Methods 39, No. 3, 483--492 (2010; Zbl 1187.62110) Full Text: DOI OpenURL
Mulaik, Stanley A. Foundations of factor analysis. 2nd ed. (English) Zbl 1188.62185 Chapman & Hall/CRC Statistics in the Social and Behavioral Sciences Series. Boca Raton, FL: CRC Press (ISBN 978-1-4200-9961-4/hbk). xxiii, 524 p. (2010). Reviewer: Yuehua Wu (Toronto) MSC: 62H25 62-02 62-01 62P15 PDF BibTeX XML Cite \textit{S. A. Mulaik}, Foundations of factor analysis. 2nd ed. Boca Raton, FL: CRC Press (2010; Zbl 1188.62185) OpenURL
Boente, Graciela; Rodriguez, Daniela; Sued, Mariela Inference under functional proportional and common principal component models. (English) Zbl 1178.62065 J. Multivariate Anal. 101, No. 2, 464-475 (2010). MSC: 62H25 62F12 47N30 62E20 60F05 PDF BibTeX XML Cite \textit{G. Boente} et al., J. Multivariate Anal. 101, No. 2, 464--475 (2010; Zbl 1178.62065) Full Text: DOI OpenURL
Viljoen, H.; Nel, D. G. Common singular spectrum analysis of several time series. (English) Zbl 1353.62104 J. Stat. Plann. Inference 140, No. 1, 260-267 (2010). MSC: 62M10 62H25 62P20 PDF BibTeX XML Cite \textit{H. Viljoen} and \textit{D. G. Nel}, J. Stat. Plann. Inference 140, No. 1, 260--267 (2010; Zbl 1353.62104) Full Text: DOI OpenURL
Bai, Jushan; Kao, Chihwa; Ng, Serena Panel cointegration with global stochastic trends. (English) Zbl 1429.62381 J. Econom. 149, No. 1, 82-99 (2009). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{J. Bai} et al., J. Econom. 149, No. 1, 82--99 (2009; Zbl 1429.62381) Full Text: DOI arXiv Link OpenURL
Ando, Tomohiro; Tsay, Ruey S. Model selection for generalized linear models with factor-augmented predictors. (English) Zbl 1223.62129 Appl. Stoch. Models Bus. Ind. 25, No. 3, 207-235 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62J12 62H25 62B10 65C60 PDF BibTeX XML Cite \textit{T. Ando} and \textit{R. S. Tsay}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 207--235 (2009; Zbl 1223.62129) Full Text: DOI OpenURL
Bai, Jushan Panel data models with interactive fixed effects. (English) Zbl 1183.62196 Econometrica 77, No. 4, 1229-1279 (2009). MSC: 62P20 62H12 62J05 62E20 PDF BibTeX XML Cite \textit{J. Bai}, Econometrica 77, No. 4, 1229--1279 (2009; Zbl 1183.62196) Full Text: DOI OpenURL
Peña, Daniel Dimension reduction in time series and the dynamic factor model. (English) Zbl 1255.62276 Biometrika 96, No. 2, 494-496 (2009). MSC: 62M10 62H25 PDF BibTeX XML Cite \textit{D. Peña}, Biometrika 96, No. 2, 494--496 (2009; Zbl 1255.62276) Full Text: DOI Link OpenURL
Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. Robust tests for the common principal components model. (English) Zbl 1153.62049 J. Stat. Plann. Inference 139, No. 4, 1332-1347 (2009). MSC: 62H25 62H15 62F35 62E20 65C05 PDF BibTeX XML Cite \textit{G. Boente} et al., J. Stat. Plann. Inference 139, No. 4, 1332--1347 (2009; Zbl 1153.62049) Full Text: DOI Link OpenURL
Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study. (English) Zbl 1433.62153 Metrika 67, No. 2, 189-218 (2008). MSC: 62H25 62H12 62-08 PDF BibTeX XML Cite \textit{G. Boente} et al., Metrika 67, No. 2, 189--218 (2008; Zbl 1433.62153) Full Text: DOI OpenURL
Crochemore, Maxime; Ilie, Lucian Computing longest previous factor in linear time and applications. (English) Zbl 1186.68591 Inf. Process. Lett. 106, No. 2, 75-80 (2008). MSC: 68W40 PDF BibTeX XML Cite \textit{M. Crochemore} and \textit{L. Ilie}, Inf. Process. Lett. 106, No. 2, 75--80 (2008; Zbl 1186.68591) Full Text: DOI Link OpenURL
Bianco, Ana; Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. Robust discrimination under a hierarchy on the scatter matrices. (English) Zbl 1141.62051 J. Multivariate Anal. 99, No. 6, 1332-1357 (2008). MSC: 62H30 62F35 62H25 65C05 62E20 PDF BibTeX XML Cite \textit{A. Bianco} et al., J. Multivariate Anal. 99, No. 6, 1332--1357 (2008; Zbl 1141.62051) Full Text: DOI OpenURL
Peng, Lizhong; Yuan, Weitao Higher-density dual tree discrete wavelet transform. (English) Zbl 1213.42152 Int. J. Wavelets Multiresolut. Inf. Process. 5, No. 5, 815-841 (2007). MSC: 42C40 44A15 PDF BibTeX XML Cite \textit{L. Peng} and \textit{W. Yuan}, Int. J. Wavelets Multiresolut. Inf. Process. 5, No. 5, 815--841 (2007; Zbl 1213.42152) Full Text: DOI OpenURL
Li, Ming-Chung; Chan, Kung-Sik Multivariate reduced-rank nonlinear time series modeling. (English) Zbl 1146.62346 Stat. Sin. 17, No. 1, 139-159 (2007). MSC: 62M10 62H25 62H12 62P12 62F12 PDF BibTeX XML Cite \textit{M.-C. Li} and \textit{K.-S. Chan}, Stat. Sin. 17, No. 1, 139--159 (2007; Zbl 1146.62346) OpenURL
Proietti, Tommaso Measuring core inflation by multivariate structural time series models. (English) Zbl 1117.62117 Kontoghiorghes, Erricos John (ed.) et al., Optimisation, econometric and financial analysis. Berlin: Springer (ISBN 3-540-36625-3/hbk). Advances in Computational Management Science 9, 205-223 (2007). MSC: 62P05 62M20 62M10 62H25 62H15 91B28 PDF BibTeX XML Cite \textit{T. Proietti}, Adv. Comput. Manag. Sci. 9, 205--223 (2007; Zbl 1117.62117) OpenURL
Pourahmadi, Mohsen; Daniels, Michael J.; Park, Trevor Simultaneous modelling of the Cholesky decomposition of several covariance matrices. (English) Zbl 1107.62043 J. Multivariate Anal. 98, No. 3, 568-587 (2007). MSC: 62H12 62H25 62H10 62H15 62P10 PDF BibTeX XML Cite \textit{M. Pourahmadi} et al., J. Multivariate Anal. 98, No. 3, 568--587 (2007; Zbl 1107.62043) Full Text: DOI OpenURL
Engle, Robert F.; Marcucci, Juri A long-run pure variance common features model for the common volatilities of the Dow Jones. (English) Zbl 1337.62326 J. Econom. 132, No. 1, 7-42 (2006). MSC: 62P05 91B84 91G70 PDF BibTeX XML Cite \textit{R. F. Engle} and \textit{J. Marcucci}, J. Econom. 132, No. 1, 7--42 (2006; Zbl 1337.62326) Full Text: DOI OpenURL
Krijnen, Wim P. Some results on mean square error for factor score prediction. (English) Zbl 1306.62458 Psychometrika 71, No. 2, 395-409 (2006). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{W. P. Krijnen}, Psychometrika 71, No. 2, 395--409 (2006; Zbl 1306.62458) Full Text: DOI OpenURL
Krijnen, Wim P. Necessary conditions for mean square convergence of the best linear factor predictor. (English) Zbl 1306.62457 Psychometrika 71, No. 3, 593-599 (2006). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{W. P. Krijnen}, Psychometrika 71, No. 3, 593--599 (2006; Zbl 1306.62457) Full Text: DOI OpenURL
Grayson, Dave Might “unique” factors be “common”? On the possibility of indeterminate common-unique covariances. (English) Zbl 1306.62418 Psychometrika 71, No. 3, 521-528 (2006). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{D. Grayson}, Psychometrika 71, No. 3, 521--528 (2006; Zbl 1306.62418) Full Text: DOI OpenURL
Krijnen, Wim P. Implications of indeterminate factor-error covariances for factor construction, prediction, and determinacy. (English) Zbl 1306.62456 Psychometrika 71, No. 3, 503-519 (2006). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{W. P. Krijnen}, Psychometrika 71, No. 3, 503--519 (2006; Zbl 1306.62456) Full Text: DOI OpenURL
Krijnen, Wim P. Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix. (English) Zbl 1306.62455 Psychometrika 71, No. 1, 193-199 (2006). MSC: 62P15 62H25 PDF BibTeX XML Cite \textit{W. P. Krijnen}, Psychometrika 71, No. 1, 193--199 (2006; Zbl 1306.62455) Full Text: DOI OpenURL
Peña, Daniel; Poncela, Pilar Nonstationary dynamic factor analysis. (English) Zbl 1088.62077 J. Stat. Plann. Inference 136, No. 4, 1237-1257 (2006). MSC: 62H25 62M10 62G10 PDF BibTeX XML Cite \textit{D. Peña} and \textit{P. Poncela}, J. Stat. Plann. Inference 136, No. 4, 1237--1257 (2006; Zbl 1088.62077) Full Text: DOI OpenURL
Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study. (English) Zbl 1078.62065 J. Multivariate Anal. 97, No. 1, 124-147 (2006). MSC: 62H25 65C05 62H12 62E20 PDF BibTeX XML Cite \textit{G. Boente} et al., J. Multivariate Anal. 97, No. 1, 124--147 (2006; Zbl 1078.62065) Full Text: DOI OpenURL
Bai, Jushan Estimating cross-section common stochastic trends in nonstationary panel data. (English) Zbl 1282.91264 J. Econom. 122, No. 1, 137-183 (2004). MSC: 91B84 62H25 62M10 PDF BibTeX XML Cite \textit{J. Bai}, J. Econom. 122, No. 1, 137--183 (2004; Zbl 1282.91264) Full Text: DOI OpenURL
Bai, Jushan; Ng, Serena A PANIC attack on unit roots and cointegration. (English) Zbl 1091.62068 Econometrica 72, No. 4, 1127-1177 (2004). MSC: 62M10 62H25 65C05 62F05 PDF BibTeX XML Cite \textit{J. Bai} and \textit{S. Ng}, Econometrica 72, No. 4, 1127--1177 (2004; Zbl 1091.62068) Full Text: Link OpenURL
Sorenson, Jonathan P. An analysis of the generalized binary GCD algorithm. (English) Zbl 1097.11062 van der Poorten, Alf (ed.) et al., High primes and misdemeanours: lectures in honour of the 60th birthday of Hugh Cowie Williams. Selected papers from the international conference on number theory, Banff, AB, Canada, May 24–30, 2003. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3353-7/hbk). Fields Institute Communications 41, 327-340 (2004). Reviewer: D. Poulakis (Thessaloniki) MSC: 11Y16 11A05 68W30 68W40 PDF BibTeX XML Cite \textit{J. P. Sorenson}, Fields Inst. Commun. 41, 327--340 (2004; Zbl 1097.11062) OpenURL
Shapiro, Alexander; ten Berge, Jos M. F. Statistical inference of minimum rank factor analysis. (English) Zbl 1297.62137 Psychometrika 67, No. 1, 79-94 (2002). MSC: 62H25 62P15 PDF BibTeX XML Cite \textit{A. Shapiro} and \textit{J. M. F. ten Berge}, Psychometrika 67, No. 1, 79--94 (2002; Zbl 1297.62137) Full Text: DOI OpenURL
Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. Influence functions and outlier detection under the common principal components model: a robust approach. (English) Zbl 1036.62050 Biometrika 89, No. 4, 861-875 (2002). MSC: 62H25 62F35 PDF BibTeX XML Cite \textit{G. Boente} et al., Biometrika 89, No. 4, 861--875 (2002; Zbl 1036.62050) Full Text: DOI OpenURL
Boik, Robert J. Spectral models for covariance matrices. (English) Zbl 0997.62046 Biometrika 89, No. 1, 159-182 (2002). MSC: 62H25 PDF BibTeX XML Cite \textit{R. J. Boik}, Biometrika 89, No. 1, 159--182 (2002; Zbl 0997.62046) Full Text: DOI OpenURL