Yuan, Ming; Ekici, Ali; Lu, Zhaosong; Monteiro, Renato - In: Journal of the Royal Statistical Society Series B 69 (2007) 3, pp. 329-346
We introduce a general formulation for dimension reduction and coefficient estimation in the multivariate linear model. We argue that many of the existing methods that are commonly used in practice can be formulated in this framework and have various restrictions. We continue to propose a new...