Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
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DOI: 10.1080/02331888.2018.1467420
Abstract: ABSTRACT 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… read more here.
Keywords: reduced rank; rank multivariate; multivariate generalized; theory ... See more keywords