On Stein's unbiased risk estimate for reduced rank estimators

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On Stein's unbiased risk estimate for reduced rank estimators. / Hansen, Niels Richard.

In: Statistics and Probability Letters, Vol. 135, 01.04.2018, p. 76-82.

Research output: Contribution to journalJournal articlepeer-review

Harvard

Hansen, NR 2018, 'On Stein's unbiased risk estimate for reduced rank estimators', Statistics and Probability Letters, vol. 135, pp. 76-82. https://doi.org/10.1016/j.spl.2017.11.006

APA

Hansen, N. R. (2018). On Stein's unbiased risk estimate for reduced rank estimators. Statistics and Probability Letters, 135, 76-82. https://doi.org/10.1016/j.spl.2017.11.006

Vancouver

Hansen NR. On Stein's unbiased risk estimate for reduced rank estimators. Statistics and Probability Letters. 2018 Apr 1;135:76-82. https://doi.org/10.1016/j.spl.2017.11.006

Author

Hansen, Niels Richard. / On Stein's unbiased risk estimate for reduced rank estimators. In: Statistics and Probability Letters. 2018 ; Vol. 135. pp. 76-82.

Bibtex

@article{52dd640293e14adea9c0fca162ffd4e9,
title = "On Stein's unbiased risk estimate for reduced rank estimators",
abstract = "Stein's unbiased risk estimate (SURE) is considered for matrix valued observables with low rank means. It is shown that SURE is applicable to a class of spectral function estimators including the reduced rank estimator.",
keywords = "Degrees of freedom, Reduced-rank regression, Singular value thresholding, Stein's lemma, SURE",
author = "Hansen, {Niels Richard}",
year = "2018",
month = apr,
day = "1",
doi = "10.1016/j.spl.2017.11.006",
language = "English",
volume = "135",
pages = "76--82",
journal = "Statistics & Probability Letters",
issn = "0167-7152",
publisher = "Elsevier BV * North-Holland",

}

RIS

TY - JOUR

T1 - On Stein's unbiased risk estimate for reduced rank estimators

AU - Hansen, Niels Richard

PY - 2018/4/1

Y1 - 2018/4/1

N2 - Stein's unbiased risk estimate (SURE) is considered for matrix valued observables with low rank means. It is shown that SURE is applicable to a class of spectral function estimators including the reduced rank estimator.

AB - Stein's unbiased risk estimate (SURE) is considered for matrix valued observables with low rank means. It is shown that SURE is applicable to a class of spectral function estimators including the reduced rank estimator.

KW - Degrees of freedom

KW - Reduced-rank regression

KW - Singular value thresholding

KW - Stein's lemma

KW - SURE

UR - http://www.scopus.com/inward/record.url?scp=85039791271&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2017.11.006

DO - 10.1016/j.spl.2017.11.006

M3 - Journal article

AN - SCOPUS:85039791271

VL - 135

SP - 76

EP - 82

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

SN - 0167-7152

ER -

ID: 188314227