On factor models with random missing : EM estimation, inference, and cross validation
Sainan Jin, Ke Miao, Liangjun Su
| Year of publication: |
2021
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|---|---|
| Authors: | Jin, Sainan ; Miao, Ke ; Su, Liangjun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,3, p. 745-777
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| Subject: | Cross-validation | Expectation-Maximization (EM) algorithm | Factor models | Matrix completion | Missing at random | Principal component analysis | Singular value decomposition | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Hauptkomponentenanalyse | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619784