Multivariate regression shrinkage and selection by canonical correlation analysis (Q333747)

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scientific article; zbMATH DE number 6645672
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English
Multivariate regression shrinkage and selection by canonical correlation analysis
scientific article; zbMATH DE number 6645672

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    Multivariate regression shrinkage and selection by canonical correlation analysis (English)
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    31 October 2016
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    adaptive Lasso
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    canonical correlation analysis
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    multivariate regression
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    selection consistency
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    tuning parameter selection
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