2022-04-29 14:52:36 +00:00
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@article{RegMatrixReg-ZhouLi2014,
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author = {Zhou, Hua and Li, Lexin},
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title = {Regularized matrix regression},
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journal = {Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
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volume = {76},
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number = {2},
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pages = {463--483},
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year = {2014},
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publisher = {[Royal Statistical Society, Wiley]}
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}
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@book{StatInf-CasellaBerger2002,
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title = {{Statistical Inference}},
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author = {Casella, George and Berger, Roger L.},
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isbn = {0-534-24312-6},
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series = {Duxbury Advanced Series},
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year = {2002},
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edition = {2},
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publisher = {Thomson Learning}
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}
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@book{MatrixDiffCalc-MagnusNeudecker1999,
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title = {Matrix Differential Calculus with Applications in Statistics and Econometrics (Revised Edition)},
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author = {Magnus, Jan R. and Neudecker, Heinz},
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year = {1999},
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publisher = {John Wiley \& Sons Ltd},
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isbn = {0-471-98632-1}
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}
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@book{MatrixAlgebra-AbadirMagnus2005,
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title = {Matrix Algebra},
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author = {Abadir, Karim M. and Magnus, Jan R.},
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year = {2005},
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publisher = {Cambridge University Press},
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series = {Econometric Exercises},
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collection = {Econometric Exercises},
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place = {Cambridge},
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doi = {10.1017/CBO9780511810800}
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}
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@article{TensorDecomp-HuLeeWang2022,
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author = {Hu, Jiaxin and Lee, Chanwoo and Wang, Miaoyan},
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title = {Generalized Tensor Decomposition With Features on Multiple Modes},
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journal = {Journal of Computational and Graphical Statistics},
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volume = {31},
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number = {1},
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pages = {204-218},
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year = {2022},
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publisher = {Taylor \& Francis},
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doi = {10.1080/10618600.2021.1978471},
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}
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@article{CovarEstSparseKron-LengPan2018,
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author = {Leng, Chenlei and Pan, Guangming},
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title = {{Covariance estimation via sparse Kronecker structures}},
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volume = {24},
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journal = {Bernoulli},
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number = {4B},
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publisher = {Bernoulli Society for Mathematical Statistics and Probability},
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pages = {3833 -- 3863},
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year = {2018},
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doi = {10.3150/17-BEJ980}
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}
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2022-05-25 16:19:08 +00:00
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@article{sdr-PfeifferKaplaBura2021,
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author = {Pfeiffer, Ruth and Kapla, Daniel and Bura, Efstathia},
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title = {{Least squares and maximum likelihood estimation of sufficient reductions in regressions with matrix-valued predictors}},
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volume = {11},
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year = {2021},
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journal = {International Journal of Data Science and Analytics},
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doi = {10.1007/s41060-020-00228-y}
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}
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