Robust and sparse factor modelling
Year of publication: |
2011
|
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Authors: | Croux, Christophe ; Exterkate, Peter |
Publisher: |
Leuven : Katholieke Univ. Leuven, Faculty of Business and Economics |
Subject: | Faktorenanalyse | Factor analysis | Robustes Verfahren | Robust statistics | Theorie | Theory | Schätzung | Estimation | Bayes-Statistik | Bayesian inference |
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