Reduced rank regression via adaptive nuclear norm penalization

Biometrika

Volumn 100, Issue 4, 2013, Pages 901-920

  Chen, Kun ^a   Dong, Hongbo ^b   Chan, Kung Sik ^c  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

^c UNIVERSITY OF IOWA   (United States)

Author keywords

Low rank approximation; Nuclear norm penalization; Reduced rank regression; Singular value decomposition

Indexed keywords

EID: 84890351391     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/ast036     Document Type: Article

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