Covariance-Regularized Regression and Classification for high Dimensional Problems (Q2920259): Difference between revisions
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scientific article
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English | Covariance-Regularized Regression and Classification for high Dimensional Problems |
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Covariance-Regularized Regression and Classification for high Dimensional Problems (English)
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25 October 2012
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covariance regularization
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\(n\ll p\)
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variable selection
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