Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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