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Robust high dimensional factor models with applications to statistical machine learning - MaRDI portal

Robust high dimensional factor models with applications to statistical machine learning

From MaRDI portal
Publication:6305318

DOI10.1214/20-STS785arXiv1808.03889MaRDI QIDQ6305318

Kaizheng Wang, Jianqing Fan, Yiqiao Zhong, Ziwei Zhu

Publication date: 12 August 2018




Mathematics Subject Classification ID

Statistics (62-XX)








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