Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369): Difference between revisions

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Property / author: Marten H. Wegkamp / rank
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Property / author: Marten H. Wegkamp / rank
 
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Property / arXiv ID: 1704.02381 / rank
 
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Latest revision as of 09:39, 30 July 2024

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Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
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    Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (English)
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    15 January 2020
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    multivariate response regression
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    reduced rank estimator
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    self-tuning
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    adaptive rank estimation
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    rank consistency
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    dimension reduction
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    oracle inequalities
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