Piotrowski, Tomasz; Yamada, Isao Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio. (English) Zbl 1344.93096 J. Franklin Inst. 353, No. 13, 2898-2928 (2016). MSC: 93E10 93E03 93B11 94A12 93C05 PDFBibTeX XMLCite \textit{T. Piotrowski} and \textit{I. Yamada}, J. Franklin Inst. 353, No. 13, 2898--2928 (2016; Zbl 1344.93096) Full Text: DOI
Piotrowski, Tomasz; Yamada, Isao Performance of the stochastic MV-PURE estimator in highly noisy settings. (English) Zbl 1290.93176 J. Franklin Inst. 351, No. 6, 3339-3350 (2014). MSC: 93E10 93B11 PDFBibTeX XMLCite \textit{T. Piotrowski} and \textit{I. Yamada}, J. Franklin Inst. 351, No. 6, 3339--3350 (2014; Zbl 1290.93176) Full Text: DOI arXiv