Abstract
By applying the canonical correlation decomposition of matrix pairs, the general fixed rank least square solutions of matrix equation Xβ=Y are derived. As statistical applications, an algorithm for computing the least square estimator of the multivariate reduced rank regression model Y=Xβ+ϵ, r(β)=t is given.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
