Robust reduced-rank modeling via rank regression

Zhao, WH; Lian, H; Ma, SJ

Lian, H (reprint author), City Univ Hong Kong, Dept Math, Kowloon 999077, Hong Kong, Peoples R China.

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2017; 180 ( ): 1

Abstract

There are many applications in which several response variables are predicted with a common set of predictors. To take into account the possible corre......

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