On factor models with random missing: EM estimation, inference, and cross validation (Q2024446): Difference between revisions

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Latest revision as of 17:11, 25 July 2024

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On factor models with random missing: EM estimation, inference, and cross validation
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    On factor models with random missing: EM estimation, inference, and cross validation (English)
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    4 May 2021
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    cross-validation
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    expectation-maximization (EM) algorithm
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    factor models
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    matrix completion
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    missing at random
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    principal component analysis
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    singular value decomposition
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