Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmva.2015.09.023 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1763893606 / rank | |||
Normal rank | |||
Revision as of 21:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconvex penalized reduced rank regression and its oracle properties in high dimensions |
scientific article |
Statements
Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (English)
0 references
23 December 2015
0 references
model selection
0 references
nonconvex penalty
0 references
oracle property
0 references
reduced rank regression
0 references
