Signal extraction approach for sparse multivariate response regression (Q153109)
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English | Signal extraction approach for sparse multivariate response regression |
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153
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83-97
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January 2017
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15 December 2016
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Signal extraction approach for sparse multivariate response regression (English)
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multivariate regression
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high dimensional predictors
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signal extraction
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dimension reduction
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best lower rank approximation
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oracle inequalities
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