Journal
STATISTICS & PROBABILITY LETTERS
Volume 135, Issue -, Pages 76-82Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2017.11.006
Keywords
Degrees of freedom; Reduced-rank regression; Singular value thresholding; Stein's lemma; SURE
Categories
Funding
- VILLUM FONDEN [13358]
- Villum Fonden [00013358] Funding Source: researchfish
Ask authors/readers for more resources
Stein's unbiased risk estimate (SURE) is considered for matrix valued observables with low rank means. It is shown that SURE is applicable to a class of spectral function estimators including the reduced rank estimator. (C) 2017 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
