Duanmei Zhou, Jie Liao, Wenyu Hu, Rong Zhang, Explicit solutions of the Yang-Baxter-like matrix equation for diagonalizable coefficient matrix with two distinct nonzero eigenvalues, Filomat, Vol. 38, ...

We consider the multivariate response regression problem with a regression coefficient matrix of low, unknown rank. In this setting, we analyze a new criterion for selecting the optimal reduced rank.