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Matrix Factor Analysis: From Least Squares to Iterative Projection - MaRDI portal

Matrix Factor Analysis: From Least Squares to Iterative Projection (Q6150367)

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scientific article; zbMATH DE number 7813848
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Matrix Factor Analysis: From Least Squares to Iterative Projection
scientific article; zbMATH DE number 7813848

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    Matrix Factor Analysis: From Least Squares to Iterative Projection (English)
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    6 March 2024
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    Huber loss
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    least squares
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    matrix factor model
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    projection estimation
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