Reduced-rank regression: a useful determinant identity
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Publication:928904
DOI10.1016/j.jspi.2008.03.020zbMath1144.62325OpenAlexW3022235680MaRDI QIDQ928904
Publication date: 11 June 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.020
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18)
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