{"paper":{"title":"TransPCA for Large-dimensional Factor Analysis with Weak Factors: Power Enhancement via Knowledge Transfer","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Dong Liu, Yalin Wang, Yong He, Yunjing Sun","submitted_at":"2025-03-11T13:03:58Z","abstract_excerpt":"Early work established convergence of the principal component estimators of the factors and loadings up to a rotation for large dimensional approximate factor models with weak factors in that the factor loading $\\Lambda^{(0)}$ scales sublinearly in the number $N$ of cross-section units, i.e., $\\Lambda^{(0)\\top}\\Lambda^{(0)}/N^{\\alpha}$ is positive definite in the limit for some $\\alpha\\in (0,1)$. However, the established convergence rates for weak factors can be much slower especially for small $\\alpha$. This article proposes a Transfer Principal Component Analysis (TransPCA) method for enhanc"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2503.08397","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2503.08397/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}