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Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929)

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Robust projected principal component analysis for large-dimensional semiparametric factor modeling
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    Robust projected principal component analysis for large-dimensional semiparametric factor modeling (English)
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    17 March 2023
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    Huber regression
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    panel data models
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    robust estimation
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    semiparametric factor models
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