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Nonconvex penalized reduced rank regression and its oracle properties in high dimensions.

Heng LianYongdai Kim
Published in: J. Multivar. Anal. (2016)
Keyphrases
  • high dimensions
  • high dimensional data
  • high dimensional
  • objective function
  • least squares
  • model selection
  • poor quality
  • maximum likelihood
  • data sets
  • metadata
  • pattern recognition
  • training set
  • nearest neighbor