Adaptively robust high-dimensional matrix factor analysis under Huber loss function (Q6541938)
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scientific article; zbMATH DE number 7851457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptively robust high-dimensional matrix factor analysis under Huber loss function |
scientific article; zbMATH DE number 7851457 |
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Adaptively robust high-dimensional matrix factor analysis under Huber loss function (English)
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21 May 2024
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Huber loss
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matrix factor model
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adaptively robust estimation
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heavy-tailed data
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