A note on rank reduction in sparse multivariate regression (Q2323156)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on rank reduction in sparse multivariate regression |
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A note on rank reduction in sparse multivariate regression (English)
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30 August 2019
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reduced-rank
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rank selection
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singular value decomposition
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sparsity
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vector autoregressive model
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