"Large factor model estimation by nuclear norm plus ℓ1 norm penalization."

Matteo Farnè, Angela Montanari (2024)

Details and statistics

DOI: 10.1016/J.JMVA.2023.105244

access: open

type: Journal Article

metadata version: 2024-06-08

a service of  Schloss Dagstuhl - Leibniz Center for Informatics