Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation

This paper studies the inferential theory for estimating low-rank matrices. It also provides an inference method for the average treatment effect as an application. We show that the least square estimation of eigenvectors following the nuclear norm penalization attains the asymptotic normality. The...

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Veröffentlicht in:	arXiv.org 2023-07
Hauptverfasser:	Choi, Jungjun, Kwon, Hyukjun, Liao, Yuan
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Eigenvectors Estimation Federal budget Inference Normality Splitting
Online-Zugang:	Volltext
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