Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model
DOI10.1214/21-EJS1895zbMath1471.62291OpenAlexW3200188349MaRDI QIDQ2233570
Mengjie Bian, Wenxing Guo, Narayanaswamy Balakrishnan
Publication date: 11 October 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Reduced-rank-regression-with-matrix-projections-for-high-dimensional-multivariate/10.1214/21-EJS1895.full
dimension reductionhigh-dimensional datareduced rank regressionmultivariate linear regression modelmatrix projection
Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Linear inference, regression (62J99)
Uses Software
Cites Work
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