Asymptotic theory for estimating the singular vectors and values of a partially-observed low rank matrix with noise

DOI10.5705/SS.202016.0205zbMath1392.62150arXiv1508.05431OpenAlexW2964202251MaRDI QIDQ4601260

Donggyu Kim, Juhee Cho, Karl Rohe

Publication date: 12 January 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.05431

zbMATH Keywords

singular value decompositionmatrix completionmatrix estimationmultivariate central limit theoremlow rank matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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