"Sparse online principal component analysis for parameter estimation in ..."

Guangbao Guo, Chunjie Wei, Guoqi Q. Qian (2023)

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DOI: 10.1007/S00180-022-01270-Z

access: closed

type: Journal Article

metadata version: 2023-06-02

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Guangbao Guo, Chunjie Wei, Guoqi Q. Qian:
Sparse online principal component analysis for parameter estimation in factor model. Comput. Stat. 38(2): 1095-1116 (2023)

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