Robust Statistical Inference for Large-dimensional Matrix-valued Time Series via Iterative Huber Regression
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Publication:5977687
DOI10.48550/arXiv.2306.03317arXiv2306.03317MaRDI QIDQ5977687
Yong He, Ran Zhao, Xin-Bing Kong, Dong Liu
Publication date: 5 June 2023
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