On Stein's unbiased risk estimate for reduced rank estimators (Q1650299)
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English | On Stein's unbiased risk estimate for reduced rank estimators |
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On Stein's unbiased risk estimate for reduced rank estimators (English)
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3 July 2018
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degrees of freedom
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reduced-rank regression
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singular value thresholding
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Stein's lemma
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SURE
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