The Annals of Applied Statistics, Vol. 7, No. 2 (June 2013), pp. 799-822 (24 pages) Sparse latent multi-factor models have been used in many exploratory and predictive problems with high-dimensional ...

Cross-cultural comparison of attitudes using rating scales may be seriously biased by response styles. This paper deals with statistical methods for detection of and correction for extreme response ...

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series.