Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model
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Publication:2233570
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Cited in
(12)- SPReM: sparse projection regression model for high-dimensional linear regression
- Reduced rank regression via adaptive nuclear norm penalization
- scientific article; zbMATH DE number 7506682 (Why is no real title available?)
- Rank reduction for high-dimensional generalized additive models
- A Relaxed Iterative Projection Algorithm for Rank-Deficient Regression Problems
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
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- Reduced rank regression based on hard-thresholding singular value penalization
- Robust reduced rank regression in a distributed setting
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- Optimal selection of reduced rank estimators of high-dimensional matrices
- On the degrees of freedom of reduced-rank estimators in multivariate regression
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