On Stein's unbiased risk estimate for reduced rank estimators (Q1650299)

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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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