Efficient estimation of reduced-rank partial envelope model in multivariate linear regression

Zhang, J; Huang, ZS; Xiong, Y

Huang, ZS (corresponding author), Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China.

RANDOM MATRICES-THEORY AND APPLICATIONS, 2021; 10 (2):

Abstract

In order to further improve the efficiency of parameter estimation and reduce the number of estimated parameters, we adopt dimension reduction ideas o......

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