Best Subset Selection in Reduced Rank Regression
Methodology
2020-06-09 v2
Abstract
We design a new algorithm on the best subset selection model in reduced rank regression.
Keywords
Cite
@article{arxiv.1912.06590,
title = {Best Subset Selection in Reduced Rank Regression},
author = {Canhong Wen and Weiyu Li and Junxian Zhu and Xueqin Wang},
journal= {arXiv preprint arXiv:1912.06590},
year = {2020}
}
Comments
This paper has been withdrawn by the authors due to a crucial error in the design of the algorithm