Inference for high-dimensional factor models


Grant Data
Project Title
Inference for high-dimensional factor models
Principal Investigator
Dr Yao, Jeff Jianfeng   (Principal investigator)
Duration
36
Start Date
2013-09-01
Completion Date
2016-08-31
Amount
592987
Conference Title
Presentation Title
Keywords
high-dimensional data, random matrix theory, factor/spiked models, number of factors, likelihood inference
Discipline
Probability & Statistics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 705413P
Grant Type
General Research Fund (GRF)
Funding Year
2013/2014
Status
On-going