Robust factor analysis with exponential squared loss

DOI10.1016/J.JMVA.2025.105567MaRDI QIDQ6851268zbMATH OpenFDO

Authors Jiaqi Hu, Tingyin Wang, Xue-Qin Wang

Publication date 27 February 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105567

zbMATH Keywords

exponential squared lossfactor modelheavy-tailed data

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32) Factor analysis and principal components; correspondence analysis (62H25)

Cites work

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• Robust Variable Selection With Exponential Squared Loss
• Statistical analysis of factor models of high dimension

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