Degrees of freedom in low rank matrix estimation

DOI10.1007/S11425-016-0426-8zbMATH OpenNoneOpenAlexW2554076815MaRDI QIDQ525906FDOQ525906

Ming Yuan

Publication date: 5 May 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-0426-8

zbMATH Keywords

model selectionnuclear norm penalizationdegrees of freedomreduced rank regressionlow rank matrix approximationStein's unbiased risk estimator

Mathematics Subject Classification ID

Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

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Cited In (3)

• On the degrees of freedom of mixed matrix regression
• Stability Approach to Regularization Selection for Reduced-Rank Regression
• Estimation of high-dimensional low-rank matrices

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