Aßmann, Christian; Boysen-Hogrefe, Jens; Pape, Markus - In: AStA Advances in Statistical Analysis 108 (2024) 3, pp. 577-609
Orthonormality constraints are common in reduced rank models. They imply that matrix-variate parameters are given as orthonormal column vectors. However, these orthonormality restrictions do not provide identification for all parameters. For this setup, we show how the remaining identification...