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Robust reduced-rank regression
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly used reduced-rank methods are sensitive to data corruption, as the low-r...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Oxford University Press
2017
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5793675/ https://www.ncbi.nlm.nih.gov/pubmed/29430036 http://dx.doi.org/10.1093/biomet/asx032 |