@article{robusthighdimensionalfactormodelswith,
  title = {Robust high dimensional factor models with applications to statistical machine learning},
  author = {Jianqing Fan and Kaizheng Wang and Yiqiao Zhong and Ziwei Zhu},
  year = {2018},
  eprint = {1808.03889},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1808.03889v1},
}