On factor models with random missing: EM estimation, inference, and cross validation
type: Item
instance of: scholarly article
title: On factor models with random missing: EM estimation, inference, and cross validation
zbMATH Open document ID: 1471.62532
author: Sainan Jin
author: Ke Miao
author: Liangjun Su
published in: Journal of Econometrics
publication date: 2021-05-04T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/2231
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 7343289
zbMATH Keywords: cross-validation
zbMATH Keywords: expectation-maximization (EM) algorithm
zbMATH Keywords: factor models
zbMATH Keywords: matrix completion
zbMATH Keywords: missing at random
zbMATH Keywords: principal component analysis
zbMATH Keywords: singular value decomposition
MaRDI profile type: Publication
OpenAlex ID: W2911817888
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DOI: 10.1016/J.JECONOM.2020.08.002
description: scientific article; zbMATH DE number 7343289