The maximum likelihood estimate in reduc
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Lars EldΓ©n; Berkant Savas
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Article
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2005
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John Wiley and Sons
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English
β 109 KB
## Abstract In previous work by Stoica and Viberg the reducedβrank regression problem is solved in a maximum likelihood sense. The present paper proposes an alternative numerical procedure. The solution is written in terms of the principal angles between subspaces spanned by the data matrices. It i