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Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models

Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few theoretical results are available for reduced-rank multivariate ge...

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Detalles Bibliográficos
Autores principales: Bura, E., Duarte, S., Forzani, L., Smucler, E., Sued, M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6101205/
https://www.ncbi.nlm.nih.gov/pubmed/30174379
http://dx.doi.org/10.1080/02331888.2018.1467420