Optimal selection of reduced rank estimators of high-dimensional matrices (Q548562)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal selection of reduced rank estimators of high-dimensional matrices |
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Optimal selection of reduced rank estimators of high-dimensional matrices (English)
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29 June 2011
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multivariate response regression
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dimension reduction
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rank selection
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adaptive estimation
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oracle inequalities
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nuclear norm
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low rank matrix approximation
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