Selective factor extraction in high dimensions (Q5384446)
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scientific article; zbMATH DE number 7072184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selective factor extraction in high dimensions |
scientific article; zbMATH DE number 7072184 |
Statements
Selective factor extraction in high dimensions (English)
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24 June 2019
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information criterion
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nonconvex optimization
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oracle inequality
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principal component analysis
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reduced rank regression
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variable screening
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