I'm not aware of this being supported. I found a similar case that was opened where this question was asked. Case was regarding EM 8.6 and Windows Server 2012 R2 Core. Here was the response:
"I can advise that Server 2012 R2 CORE is untested against Environment Manager. Although it looks to contain all the required components you may encounter issues when configuring anything which requires the GUI. You may need to install and configure the product in the 'Full' GUI mode and then switch to the CORE mode after this."
I think this is worth looking into again. In EM 8.6 days most people used the SCU to configure the server whereas now there is the SCP so it should be far easier to remotely configure a server.
I've done a quick test... Personalization Server works fine with Windows Server 2016 Core. Obviously you will need to run the SCP remotely or use PowerShell to configure the server. Management Center can't run on Windows Server 2016 Core because it requires the BITS IIS Extension which isn't available or supported on Windows Server Core.