On the degrees of freedom of reduced-rank estimators in multivariate regression

DOI10.1093/biomet/asu067zbMath1452.62505arXiv1210.2464OpenAlexW2116561374WikidataQ36386886 ScholiaQ36386886MaRDI QIDQ5258435

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Publication date: 26 June 2015

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.2464

zbMATH Keywords

model selectionsingular value decompositionmultivariate regressionreduced-rank regressiondegrees of freedomadaptive nuclear norm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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