Penalized orthogonal-components regression for large \(p\) small \(n\) data (Q1952001)

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    Penalized orthogonal-components regression for large \(p\) small \(n\) data
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      Penalized orthogonal-components regression for large \(p\) small \(n\) data (English)
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      27 May 2013
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      empirical Bayes thresholding
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      latent-variable model
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      \(p\gg n\) data
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      POCRE
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      sparse predictors
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      supervised dimension reduction
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