Inference for high-dimensional factor models

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