Sparse factor regression via penalized maximum likelihood estimation (Q725684): Difference between revisions
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Revision as of 19:45, 19 March 2024
scientific article
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English | Sparse factor regression via penalized maximum likelihood estimation |
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Sparse factor regression via penalized maximum likelihood estimation (English)
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2 August 2018
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coordinate descent algorithm
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Lasso
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multicollinearity
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penalized maximum likelihood estimation
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rotation technique
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