Robust reduced-rank regression
Work
Year: 2017
Type: article
Abstract: In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interp... more
Source: Biometrika
Authors Yuanbin She, Kun Chen
Cites: 40
Cited by: 54
Related to: 10
FWCI: 4.173
Citation percentile (by year/subfield): 99.99
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze