Stability Approach to Regularization Selection for Reduced-Rank Regression

DOI10.1080/10618600.2022.2119986arXiv2207.00924MaRDI QIDQ6180727

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Publication date: 22 January 2024

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.00924

zbMATH Keywords

reduced-rank regressiontuning parameter selectionstability approachrank estimation consistency

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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