Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (Q5087443)

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scientific article; zbMATH DE number 7555355
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    Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
    scientific article; zbMATH DE number 7555355

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      Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (English)
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      11 July 2022
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      conic programming
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      dimension reduction
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      group variable selection
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      Ky Fan norm
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      penalized likelihood
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