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Mixture distribution factor model for multivariate outliers

Georgiev, Iliyan

Mixture distribution factor model for multivariate outliers J8302 2007 - 2007 - 605-636 V. 10 Issue. 3

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Factor models;Mixture distributions;Outliers;Asymptotic inference;

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