Signal extraction approach for sparse multivariate response regression (Q153109)

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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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