Inference for low-rank models

DOI10.1214/23-aos2293arXiv2107.02602OpenAlexW3181409504MaRDI QIDQ6177325

Yinchu Zhu, Victor Chernozhukov, Christian Hansen, Yuan Liao

Publication date: 31 August 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.02602

zbMATH Keywords

sample splittingsingular value thresholdingincoherent eigenvectors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25)

Related Items

Inference for low-rank models ⋮ Inference for low-rank completion without sample splitting with application to treatment effect estimation

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