Covariance-Regularized Regression and Classification for high Dimensional Problems (Q2920259)

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Covariance-Regularized Regression and Classification for high Dimensional Problems
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    Covariance-Regularized Regression and Classification for high Dimensional Problems (English)
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    25 October 2012
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    covariance regularization
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    \(n\ll p\)
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    variable selection
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