T-rex: fitting a robust factor model via expectation-maximization

DOI10.1109/TSP.2026.3659721MaRDI QIDQ7317544zbMATH OpenFDO

Authors Daniel Cederberg

Publication date 24 August 2026

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2026.3659721

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

This page was built for publication: T-rex: fitting a robust factor model via expectation-maximization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7317544)