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most citedA new non-parametric Kendall's tau for matrix-valued elliptical observations

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math.ST2025

TransPCA for Large-dimensional Factor Analysis with Weak Factors: Power Enhancement via Knowledge Transfer

Yong He, Dong Liu, Yunjing Sun +1

Early work established convergence of the principal component estimators of the factors and loadings up to a rotation for large dimensional approximate factor models with weak fact…