On Stein's unbiased risk estimate for reduced rank estimators (Q1650299)
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scientific article; zbMATH DE number 6898154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Stein's unbiased risk estimate for reduced rank estimators |
scientific article; zbMATH DE number 6898154 |
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On Stein's unbiased risk estimate for reduced rank estimators (English)
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3 July 2018
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degrees of freedom
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reduced-rank regression
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singular value thresholding
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Stein's lemma
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SURE
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