On the convergence of rank-one multi-target linear regression

DOI10.1080/02331888.2021.1891236MaRDI QIDQ4987646zbMATH OpenOpenAlexFDO

Authors Pierre Courrieu

Publication date 3 May 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2021.1891236

zbMATH Keywords

multi-output linear regressionmulti-target linear regressionreduced rank multivariate regressionregression coefficient estimator consistency

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• ARPACK Users' Guide
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Estimating the dimension of a model
• Fast solving of weighted pairing least-squares systems
• Generalized inverses. Theory and applications.
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• scientific article; zbMATH DE number 3624650 (Why is no real title available?)
• scientific article; zbMATH DE number 1086070 (Why is no real title available?)
• scientific article; zbMATH DE number 1439198 (Why is no real title available?)
• Input selection and shrinkage in multiresponse linear regression
• Low rank multivariate regression
• Multivariate reduced-rank regression
• Numerical methods for large eigenvalue problems
• On estimation in the reduced-rank regression with a large number of responses and predictors
• Optimal selection of reduced rank estimators of high-dimensional matrices
• Permutation, parametric and bootstrap tests of hypotheses.
• Reduced-rank regression for the multivariate linear model

Cited in

(1)

• Minimax estimation in multi-task regression under low-rank structures

Describes a project that uses

Uses Software

• ARPACK
• sedaR
• Matlab

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