PDF(637 KB)
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.
PDF(637 KB)
PDF(637 KB)
A SYMMETRIC GAUSS-SEIDEL BASED ADMM FOR ROBUST ESTIMATION OF THE NUMBER OF FACTORS
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