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Large factor model estimation by nuclear norm plus
l
1
l_1
l
1
norm penalization
6 April 2021
M. Farné
A. Montanari
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Papers citing
"Large factor model estimation by nuclear norm plus $l_1$ norm penalization"
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Title
Statistical analysis of factor models of high dimension
Jushan Bai
Kunpeng Li
105
330
0
30 May 2012
1
