Adaptively robust high-dimensional matrix factor analysis under Huber loss function

DOI10.1016/j.jspi.2023.106137MaRDI QIDQ6541938

Qiang Sun, Yinzhi Wang, Yingqiu Zhu, Lei Qin

Publication date: 21 May 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

heavy-tailed dataHuber lossmatrix factor modeladaptively robust estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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