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High-dimensional regression coefficient estimation by nuclear norm plus l₁ norm penalization

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Publication:6548786
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DOI10.1002/STA4.548MaRDI QIDQ6548786FDOQ6548786


Authors: Matteo Farnè, Angela Montanari Edit this on Wikidata


Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)






zbMATH Keywords

nuclear normsparsityprecision matrixhigh dimensionregression coefficient


Mathematics Subject Classification ID

Statistics (62-XX)


Cites Work

  • Title not available (Why is that?)
  • Ridge Regression: Biased Estimation for Nonorthogonal Problems
  • Large Covariance Estimation by Thresholding Principal Orthogonal Complements
  • DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
  • Rank-Sparsity Incoherence for Matrix Decomposition
  • A large covariance matrix estimator under intermediate spikiness regimes
  • Editorial: Celebrating 50 Years of Ridge Regression
  • Ridge Regression: A Historical Context
  • Ridge Regularization: An Essential Concept in Data Science
  • Comment: Ridge Regression and Regularization of Large Matrices
  • Comment: Ridge Regression—Still Inspiring After 50 Years






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