Low-rank elastic-net regularized multivariate Huber regression model (Q2049832)

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Low-rank elastic-net regularized multivariate Huber regression model
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    Low-rank elastic-net regularized multivariate Huber regression model (English)
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    27 August 2021
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    multivariate Huber regression
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    collinearity
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    grouping effect property
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    heavy tails
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    accelerated proximal gradient algorithm
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