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Keyword Search Criteria: Factor models returned 5 record(s)
Monday, 07/31/2017
Embracing the Blessing of Dimensionality in Factor Models
Quefeng Li, The University of North Carolina at Chapel Hill; Guang Cheng, Purdue; Jianqing Fan, Princeton University; Yuyan Wang, Princeton University
12:05 PM

Bayesian Dynamic Tensor Factor Models
Seyed Yaser Samadi, Southern Illinois University, Carbondale; David Dunson, Duke University
2:20 PM

Wednesday, 08/02/2017
Hierarchical Latent Factor Models for Improving the Prediction of Surgical Complications Across Hospitals
Elizabeth Lorenzi, Duke University; Katherine Heller, Duke University; Ricardo Henao, Duke University; Zhifei Sun, Duke University
9:35 AM

Efficient Estimation and Inference in Factor Models with Nonstationary Common And/Or Idiosyncratic Components
Haiqing Zhao, Purdue University; Mohitosh Kejriwal, Purdue University
2:20 PM

Thursday, 08/03/2017
Bayesian Estimation of the Default Rate Distributions with Non-Gaussian Single Factor Models
Takayuki Shiohama, Tokyo University of Science
9:20 AM

 
 
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