Sparse reduced-rank regression with covariance estimation (Q2631378)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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