Robust matrix factor analysis based on a modified Huber loss function
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Cites work
- A robust and efficient variable selection method for linear regression
- Adaptively robust high-dimensional matrix factor analysis under Huber loss function
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
- Eigenvalue ratio test for the number of factors
- Factor models for matrix-valued high-dimensional time series
- Huber principal component analysis for large-dimensional factor models
- Inferential Theory for Factor Models of Large Dimensions
- Matrix Factor Analysis: From Least Squares to Iterative Projection
- Nonasymptotic analysis of robust regression with modified Huber's loss
- On the number of common factors with high-frequency data
- Projected estimation for large-dimensional matrix factor models
- Quantile factor models
- Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models
- Robust Estimation Using Modified Huber’s Functions With New Tails
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines
- Robust factor number specification for large-dimensional elliptical factor model
- Robust Variable Selection With Exponential Squared Loss
- Statistical Inference for High-Dimensional Matrix-Variate Factor Models
- Testing hypotheses about the number of factors in large factor models
- Two-way dynamic factor models for high-dimensional matrix-valued time series
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