Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function.
Daojiang HeJie WuPublished in: J. Multivar. Anal. (2014)
Keyphrases
- loss function
- multivariate regression
- logistic regression
- totally unimodular
- regression model
- linear constraints
- weight vector
- pairwise
- learning to rank
- support vector
- risk minimization
- model selection
- square loss
- empirical risk
- pairwise constraints
- linear regression
- hinge loss
- linear model
- regularization term
- boosting algorithms
- stochastic gradient descent
- learning algorithm
- linear support vector machines
- boosting framework
- convex loss functions
- linear svm
- convex sets