Huber principal component analysis for large-dimensional factor models (Q6969776)
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scientific article; zbMATH DE number 8054458
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Huber principal component analysis for large-dimensional factor models |
scientific article; zbMATH DE number 8054458 |
Statements
Huber principal component analysis for large-dimensional factor models (English)
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19 June 2025
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factor model
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heavy-tailed data
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Huber loss
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principal component analysis
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rank minimization
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