The maximum likelihood estimate in reduced‐rank regression

DOI10.1002/NLA.447zbMATH Open1164.62356OpenAlexW2115208353MaRDI QIDQ3599997FDOQ3599997

Authors: Lars Eldén, Berkant Savas 

Publication date: 9 February 2009

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.447

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zbMATH Keywords

singular value decompositionprincipal angles\(LQ\) decomposition

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Estimation in multivariate analysis (62H12) Numerical linear algebra (65F99)

Cites Work

• Matrix Analysis
• Title not available (Why is that?)

Cited In (6)

• Rank reduction and James-Stein estimation.
• Dimensionality reduction and volume minimization -- generalization of the determinant minimization criterion for reduced rank regression problems
• Rank reduction and volume minimization approach to state-space subspace system identification
• On the smoothness of principal angles between subspaces and their application to angular values of dynamical systems
• Title not available (Why is that?)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach

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