Variable selection and collinearity processing for multivariate data via row-elastic-net regularization (Q2125732)
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English | Variable selection and collinearity processing for multivariate data via row-elastic-net regularization |
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Variable selection and collinearity processing for multivariate data via row-elastic-net regularization (English)
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14 April 2022
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robust estimator
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multivariate linear regression
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collinearity
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row-sparsity
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sub-gradient algorithm
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