On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393)
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scientific article; zbMATH DE number 6480477
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| English | On estimation in the reduced-rank regression with a large number of responses and predictors |
scientific article; zbMATH DE number 6480477 |
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On estimation in the reduced-rank regression with a large number of responses and predictors (English)
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10 September 2015
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random matrices
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high-dimensional data
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reduced-rank regression
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rank selection
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rank estimation
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Tracy-Widom distribution
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factor model
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0.8466979265213013
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0.8254585266113281
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0.8045772314071655
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0.7991076707839966
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