Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369)
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scientific article; zbMATH DE number 7151057
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| English | Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models |
scientific article; zbMATH DE number 7151057 |
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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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0.8575323224067688
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0.8206641674041748
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0.8009259700775146
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0.7994418740272522
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0.7984603643417358
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