Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao; Zhu, Ziwei Robust high-dimensional factor models with applications to statistical machine learning. (English) Zbl 07368239 Stat. Sci. 36, No. 2, 303-327 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Jianqing; Wang, Dong; Wang, Kaizheng; Zhu, Ziwei Distributed estimation of principal eigenspaces. (English) Zbl 1450.62067 Ann. Stat. 47, No. 6, 3009-3031 (2019). Reviewer: Flavia-Corina Mitroi-Symeonidis (Bucureşti) MSC: 62H25 62E10 60E15 68T05 62R07 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid