Testing matrix factor structure via generalized likelihood ratio

Clicks: 2
ID: 333458
2026
Free PDF
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal
Emerging

Ranked #183 of 198 articles by views in jurnal biometrika dan kependudukan

Most read Least read

Bar heights use a square-root scale. Only the 120 most-read articles are drawn; the journal has 198 in total.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Sign in to mint
Abstract
Abstract In this paper, we introduce a generalized likelihood ratio test for assessing whether the factor loading matrix in high-dimensional data exhibits a Kronecker structure, thereby offering a rigorous tool for validating two-way matrix factor models. A central challenge in likelihood-based inference for factor models arises from inherent rotational non-identifiability, which prevents the likelihood function from admitting a standard second-order Taylor expansion. To address this issue, we augment the quasi-likelihood with a quadratic identification penalty that removes rotational degeneracy locally. Building on this construction, we derive the asymptotic distribution of the proposed statistic under the null hypothesis and unveil a new Wilks-type phenomenon in a high-dimensional setting. Under the alternative hypothesis, we further establish the consistency of the test, demonstrating its ability to detect deviations from the Kronecker structure. Simulation studies demonstrate the finite-sample effectiveness of the proposed method. Furthermore, applications to real datasets illustrate the practical utility of the proposed procedure by assessing the presence of Kronecker structure in factor loading matrices.
Reference Key
openalex_W7223239366 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Xinbing Kong, Liwen Zhang, Tong Zhang
Journal jurnal biometrika dan kependudukan
Year 2026
DOI
10.1093/biomet/asag066
URL
https://doi.org/10.1093/biomet/asag066
Keywords Keywords not found

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

Comments

No comments yet. Be the first to comment on this article.