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Robust reduced-rank regression
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly used reduced-rank methods are sensitive to data corruption, as the low-r...
Gorde:
| Argitaratua izan da: | Biometrika |
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| Egile Nagusiak: | , |
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Oxford University Press
2017
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| Gaiak: | |
| Sarrera elektronikoa: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5793675/ https://ncbi.nlm.nih.gov/pubmed/29430036 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asx032 |
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