Rank regularized estimation of approximate factor models (Q2323367)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank regularized estimation of approximate factor models |
scientific article |
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Rank regularized estimation of approximate factor models (English)
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2 September 2019
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singular-value thresholding
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robust principal components
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minimum-rank
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low rank decomposition
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nuclear-norm minimization
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