Rank regularized estimation of approximate factor models (Q2323367)
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scientific article; zbMATH DE number 7100391
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| English | Rank regularized estimation of approximate factor models |
scientific article; zbMATH DE number 7100391 |
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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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0.8118959665298462
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0.79338139295578
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0.7873966097831726
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0.782465934753418
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0.7748845219612122
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