Matrix factor analysis : from least squares to iterative projection
Yong He, Xinbing Kong, Long Yu, Xinsheng Zhang, and Changwei Zhao
| Year of publication: |
2024
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| Authors: | He, Yong ; Kong, Xinbing ; Yu, Long ; Zhang, Xinsheng ; Zhao, Changwei |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 1, p. 322-334
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| Subject: | Huber loss | Least squares | Matrix factor model | Projection estimation | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Projektmanagement | Project management | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2191676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449934