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Low rank multivariate regression - MaRDI portal

Low rank multivariate regression (Q1952208)

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Low rank multivariate regression
scientific article

    Statements

    title
    Low rank multivariate regression (English)
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    author
    Christophe Giraud
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    publication date
    28 May 2013
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    zbMATH Keywords
    multivariate regression
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    random matrix
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    Ky-Fan norms
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    estimator selection
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    Identifiers

    DOI
    10.1214/11-EJS625
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    Mathematics Subject Classification ID
    62H99
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    62H12
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    60B20
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    62J05
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    zbMATH DE Number
    6166842
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    arXiv ID
    1009.5165
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    OpenAlex ID
    W2963973365
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