Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821)

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Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
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    Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (English)
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    23 December 2015
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    model selection
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    nonconvex penalty
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    oracle property
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    reduced rank regression
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