Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model
DOI10.1214/21-EJS1895zbMATH Open1471.62291OpenAlexW3200188349MaRDI QIDQ2233570FDOQ2233570
Authors: Wenxing Guo, Mengjie Bian, Narayanaswamy Balakrishnan 
Publication date: 11 October 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Reduced-rank-regression-with-matrix-projections-for-high-dimensional-multivariate/10.1214/21-EJS1895.full
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dimension reductionhigh-dimensional datareduced rank regressionmultivariate linear regression modelmatrix projection
Linear inference, regression (62J99) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)
Cites Work
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Cited In (12)
- SPReM: sparse projection regression model for high-dimensional linear regression
- Rank reduction for high-dimensional generalized additive models
- Robust reduced-rank modeling via rank regression
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- Robust reduced rank regression in a distributed setting
- Title not available (Why is that?)
- A Relaxed Iterative Projection Algorithm for Rank-Deficient Regression Problems
- Reduced rank regression via adaptive nuclear norm penalization
- A semiparametric model for matrix regression
- Reduced rank regression based on hard-thresholding singular value penalization
- On the degrees of freedom of reduced-rank estimators in multivariate regression
- Optimal selection of reduced rank estimators of high-dimensional matrices
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