Degrees of freedom in low rank matrix estimation

DOI10.1007/S11425-016-0426-8zbMathNoneOpenAlexW2554076815MaRDI QIDQ525906

Ming Yuan

Publication date: 5 May 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-0426-8

zbMATH Keywords

model selectiondegrees of freedomreduced rank regressionlow rank matrix approximationnuclear norm penalizationStein's unbiased risk estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Related Items (2)

Stability Approach to Regularization Selection for Reduced-Rank Regression ⋮ On the degrees of freedom of mixed matrix regression

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