Huber Principal Component Analysis for large-dimensional factor models

作者：Yong He, Lingxiao Li, Dong Liu, Wen‐Xin Zhou · 发表于：Journal of Econometrics · 年份：2025 · DOI：10.1016/j.jeconom.2025.105993 · 被引用次数：10 · 研究领域：Complex Systems and Time Series Analysis、Time Series Analysis and Forecasting、Sensory Analysis and Statistical Methods