A SYMMETRIC GAUSS-SEIDEL BASED ADMM FOR ROBUST ESTIMATION OF THE NUMBER OF FACTORS

Yang Jin, Zhang Ning

Journal on Numerica Methods and Computer Applications ›› 2023, Vol. 44 ›› Issue (2) : 166-179.

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中国科学院数学与系统科学研究院期刊网
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Journal on Numerica Methods and Computer Applications ›› 2023, Vol. 44 ›› Issue (2) : 166-179. DOI: 10.12288/szjs.s2022-0825

A SYMMETRIC GAUSS-SEIDEL BASED ADMM FOR ROBUST ESTIMATION OF THE NUMBER OF FACTORS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal on Numerica Methods and Computer Applications, 2023, 44(2): 166-179 https://doi.org/10.12288/szjs.s2022-0825

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