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Overview of reduced-rank regression with dense and sparse coefficients, and a new estimation procedure

Published Online: 2025-01-11

Authors

Trendafilov, N.

Gallo, M.

Simonacci, V.

Todorov, V.
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Text and Data Mining valid from 2025-01-11

Version of Record valid from 2025-01-11
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Article History

Received: 3 December 2024

Accepted: 25 December 2024

First Online: 11 January 2025

Declarations

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: On behalf of all authors, the corresponding author states that there is no Conflict of interest.

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