Guanglin Huang
Biographic Data
| ID | 8920661 |
|---|---|
| NAME | Guanglin Huang |
| GIVEN NAMES | Guanglin |
| FAMILY NAME | Huang |
| SIGNATURE | HUANG G |
| AFFILIATIONS | Southwestern University of Finance and Economics |
| ORCID | 0000-0001-5902-5681 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Estimation of factors using higher-order multi-cumulants in weak factor models
When factors are weak, covariance-based factor analysis methods tend to exhibit poor performance. To address this issue in the case of non-Gaussian data, we propose a new method called Higher-order multi-cumulant Factor Analysis (HFA). HFA estimates factors and factor loadings via the eigenvalue decomposition of the product of a higher-order multi-cumulant matrix and its transpose. We derive the asymptotic properties of HFA under a weak factor mo…
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Estimation of factors using higher-order multi-cumulants in weak factor models
When factors are weak, covariance-based factor analysis methods tend to exhibit poor performance. To address this issue in the case of non-Gaussian data, we propose a new method called Higher-order multi-cumulant Factor Analysis (HFA). HFA estimates factors and factor loadings via the eigenvalue decomposition of the product of a higher-order multi-cumulant matrix and its transpose. We derive the asymptotic properties of HFA under a weak factor mo…
Bayesian Methods and Mixture Models (1 work) · Estimation (1 work) · Estimation theory (1 work) · Factor analysis (1 work) · Principal component analysis (1 work) · Statistical Methods and Bayesian Inference (1 work) · Tensor decomposition and applications (1 work)