Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q443765 |
||
| Property / author | |||
| Property / author: Marten H. Wegkamp / rank | |||
Revision as of 23:29, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models |
scientific article |
Statements
Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (English)
0 references
15 January 2020
0 references
multivariate response regression
0 references
reduced rank estimator
0 references
self-tuning
0 references
adaptive rank estimation
0 references
rank consistency
0 references
dimension reduction
0 references
oracle inequalities
0 references
