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

Guo, Wenxing and Balakrishnan, Narayanaswamy and Bian, Mengjie (2021) Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model. Electronic Journal of Statistics, 15 (2). pp. 4167-4191. DOI https://doi.org/10.1214/21-ejs1895



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