Sparse reduced-rank regression with covariance estimation (Q2631378): Difference between revisions

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Revision as of 01:16, 20 March 2024

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Sparse reduced-rank regression with covariance estimation
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    Sparse reduced-rank regression with covariance estimation (English)
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    29 July 2016
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    covariance estimation
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    group Lasso
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    reduced-rank regression
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    variable selection
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