Weak Factor Analysis via Temporally Weighted PCA

arXiv:2508.15675 · stat.ME, econ.EM, math.ST, stat.TH · Submitted 2025-08-21 · Read on arXiv

stat.ME, econ.EM, math.ST, stat.TH

Submitted: 2025-08-21

Updated: 2026-10-20

Terminology

• Consistency — 1× in this paper · explained in 3 episodes
• Principal Component Analysis (PCA) — 1× in this paper · explained in 8 episodes

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