Monte Carlo EM estimation of factor models for ranking data

Leung Ho Philip YU; K. F. LAM; S. M. LO

Monte Carlo EM estimation of factor models for ranking data

Department of Mathematics and Information Technology (MIT)

Research output: Contribution to conference › Papers

Original language	English
Publication status	Published - Nov 2000

Citation

Yu, P., Lam, K. F., & Lo, S. M. (2000, November). Monte Carlo EM estimation of factor models for ranking data. Paper presented at 2000 International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2000), Lam Woo International Conference Center, Hong Kong Baptist University, Hong Kong.