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econ.EM2023
Inference for Low-rank Models without Estimating the Rank
Jungjun Choi, Hyukjun Kwon, Yuan Liao
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the tr…
econ.EM2023
Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation
Jungjun Choi, Hyukjun Kwon, Yuan Liao
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 th…