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Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models

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 available for reduced-rank multivariate ge...

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Detalhes bibliográficos
Publicado no:Statistics (Ber)
Main Authors: Bura, E., Duarte, S., Forzani, L., Smucler, E., Sued, M.
Formato: Artigo
Idioma:Inglês
Publicado em: Taylor & Francis 2018
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC6101205/
https://ncbi.nlm.nih.gov/pubmed/30174379
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/02331888.2018.1467420
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