Establishes asymptotic consistency of factor estimates and √T-normality in factor-augmented regressions for fixed R ≥ r using anisotropic local laws from random matrix theory.
The Annals of Statistics , volume=
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Proves sharp operator-norm concentration and expectation bounds for sample cross-covariances of sub-Gaussian and Gaussian vectors, governed by effective ranks of the marginal covariances.
citing papers explorer
-
Fixed-order PCA: Theory for Overestimated Factor Models
Establishes asymptotic consistency of factor estimates and √T-normality in factor-augmented regressions for fixed R ≥ r using anisotropic local laws from random matrix theory.
-
Concentration Inequalities for Sample Cross-Covariances
Proves sharp operator-norm concentration and expectation bounds for sample cross-covariances of sub-Gaussian and Gaussian vectors, governed by effective ranks of the marginal covariances.