Stability Approach to Regularization Selection for Reduced-Rank Regression (Q6180727)
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scientific article; zbMATH DE number 7792033
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| English | 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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