Robust reduced-rank regression

She, Y; Chen, K

She, Y (reprint author), Florida State Univ, Dept Stat, 117 N Woodward Ave, Tallahassee, FL 32306 USA.

BIOMETRIKA, 2017; 104 (3): 633

Abstract

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly......

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