Reduced-rank regression: a useful determinant identity

DOI10.1016/j.jspi.2008.03.020zbMath1144.62325OpenAlexW3022235680MaRDI QIDQ928904

Peter Reinhard Hansen

Publication date: 11 June 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.020

zbMATH Keywords

determinant identityreduced-rank regressionCauchy-binet formula

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

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