Robust estimations of approximate factor models via sparse matrix decomposition

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/41103

Title:	Robust estimations of approximate factor models via sparse matrix decomposition
Authors:	Chou, R. Y. Yen, T.-J. Yen, Y.-M.
Issue Date:	2014
Relation:	Robust estimations of approximate factor models via sparse matrix decomposition
URI:	http://ir.sinica.edu.tw/handle/201000000A/41103
Appears in Collections:	統計科學研究所

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