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Reduced rank regression with matrix projections...
Journal article

Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model

Authors

Guo W; Balakrishnan N; Bian M

Journal

Electronic Journal of Statistics, Vol. 15, No. 2,

Publisher

Institute of Mathematical Statistics

Publication Date

January 1, 2021

DOI

10.1214/21-ejs1895

ISSN

1935-7524

Labels

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