It suggests using robust main component analysis to solve outliers frequently occur in nonperforming assets pool. The empirical results show that revised method and the new robust estimator can perfectly resist outliers.
并尝试用稳健主成分方法解决不良资产池中经常出现的离群值现象,实证表明能够对离群值起到很好抵抗作用。
参考来源 - 我国不良资产证券化安全发债研究·2,447,543篇论文数据,部分数据来源于NoteExpress
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