期刊
STATISTICS & PROBABILITY LETTERS
卷 135, 期 -, 页码 76-82出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2017.11.006
关键词
Degrees of freedom; Reduced-rank regression; Singular value thresholding; Stein's lemma; SURE
资金
- VILLUM FONDEN [13358]
- Villum Fonden [00013358] Funding Source: researchfish
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.
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