Factor-driven completion of tensor data with missing entries
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Cites work
- A Singular Value Thresholding Algorithm for Matrix Completion
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
- Determining the Number of Factors in Approximate Factor Models
- Factor Models for High-Dimensional Tensor Time Series
- Factor models for matrix-valued high-dimensional time series
- Factor-based imputation of missing values and covariances in panel data of large dimensions
- Forecasting Using Principal Components From a Large Number of Predictors
- scientific article; zbMATH DE number 7370582 (Why is no real title available?)
- Inferential Theory for Factor Models of Large Dimensions
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Large dimensional latent factor modeling with missing observations and applications to causal inference
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
- On factor models with random missing: EM estimation, inference, and cross validation
- Rank regularized estimation of approximate factor models
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