Matrix Factor Analysis: From Least Squares to Iterative Projection (Q6150367)
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scientific article; zbMATH DE number 7813848
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| English | Matrix Factor Analysis: From Least Squares to Iterative Projection |
scientific article; zbMATH DE number 7813848 |
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Matrix Factor Analysis: From Least Squares to Iterative Projection (English)
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6 March 2024
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Huber loss
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least squares
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matrix factor model
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projection estimation
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