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5. Model Diagnostics in Reduced Rank Estimation

Model Diagnostics in Reduced Rank Estimation

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：biantaitai

【摘 要】

：

Reduced-rank methods are popular in high-dimensional multivariate analysis for conducting simultaneous dimension reduction and model estimation.

【作 者】

：

Kun Chen 

【机 构】

：

Department of Statistics,University of Connecticut,Storrs,CT 06029,USA

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Big data Information score Model diagnostics Outlier detection Reduced-rank esti 

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　　Reduced-rank methods are popular in high-dimensional multivariate analysis for conducting simultaneous dimension reduction and model estimation.

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