On the degrees of freedom of reduced-rank estimators in multivariate regression (Q5258435)
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scientific article; zbMATH DE number 6450878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the degrees of freedom of reduced-rank estimators in multivariate regression |
scientific article; zbMATH DE number 6450878 |
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On the degrees of freedom of reduced-rank estimators in multivariate regression (English)
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26 June 2015
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adaptive nuclear norm
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degrees of freedom
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model selection
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multivariate regression
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reduced-rank regression
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singular value decomposition
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