On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393): Difference between revisions
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random matrices | |||
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high-dimensional data | |||
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reduced-rank regression | |||
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rank selection | |||
| Property / zbMATH Keywords: rank selection / rank | |||
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rank estimation | |||
| Property / zbMATH Keywords: rank estimation / rank | |||
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Tracy-Widom distribution | |||
| Property / zbMATH Keywords: Tracy-Widom distribution / rank | |||
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factor model | |||
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Revision as of 22:53, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation in the reduced-rank regression with a large number of responses and predictors |
scientific article |
Statements
On estimation in the reduced-rank regression with a large number of responses and predictors (English)
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10 September 2015
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random matrices
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high-dimensional data
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reduced-rank regression
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rank selection
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rank estimation
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Tracy-Widom distribution
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factor model
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