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)

zbMATH Keywords

factor modelheavy-tailed dataexponential squared loss

Mathematics Subject Classification ID

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

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