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Reduced Rank Kernel Ridge Regression

โœ Scribed by Gavin C. Cawley; Nicola L. C. Talbot


Book ID
110411387
Publisher
Springer US
Year
2002
Tongue
English
Weight
142 KB
Volume
16
Category
Article
ISSN
1370-4621

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Reduced rank regression assumes that the coefficient matrix in a multivariate regression model is not of full rank. The unknown rank is traditionally estimated under the assumption of normal responses. We derive an asymptotic test for the rank that only requires the response vector have finite secon