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RRRR

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CRANRRRRMaRDI QIDQ74058FDOQ74058

Online Robust Reduced-Rank Regression Estimation

Yangzhuoran Fin Yang, Ziping Zhao

Last update: 24 February 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1.1


Cites work

  • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
  • Robust maximum likelihood estimation of sparse vector error correction model
  • A Stochastic Successive Minimization Method for Nonsmooth Nonconvex Optimization with Applications to Transceiver Design in Wireless Communication Networks




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