Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929)
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English | Robust projected principal component analysis for large-dimensional semiparametric factor modeling |
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Robust projected principal component analysis for large-dimensional semiparametric factor modeling (English)
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17 March 2023
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Huber regression
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panel data models
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robust estimation
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semiparametric factor models
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