On the degrees of freedom of reduced-rank estimators in multivariate regression (Q5258435): Difference between revisions

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scientific article; zbMATH DE number 6450878
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On the degrees of freedom of reduced-rank estimators in multivariate regression
scientific article; zbMATH DE number 6450878

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    On the degrees of freedom of reduced-rank estimators in multivariate regression (English)
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    26 June 2015
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    adaptive nuclear norm
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    degrees of freedom
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    model selection
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    multivariate regression
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    reduced-rank regression
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    singular value decomposition
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