On factor models with random missing: EM estimation, inference, and cross validation (Q2024446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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