Stability Approach to Regularization Selection for Reduced-Rank Regression (Q6180727)

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scientific article; zbMATH DE number 7792033
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    Stability Approach to Regularization Selection for Reduced-Rank Regression
    scientific article; zbMATH DE number 7792033

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      Stability Approach to Regularization Selection for Reduced-Rank Regression (English)
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      22 January 2024
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      rank estimation consistency
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      reduced-rank regression
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      stability approach
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      tuning parameter selection
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