D4R: doubly robust reduced rank regression in high dimension (Q6556782)
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scientific article; zbMATH DE number 7866557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | D4R: doubly robust reduced rank regression in high dimension |
scientific article; zbMATH DE number 7866557 |
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D4R: doubly robust reduced rank regression in high dimension (English)
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17 June 2024
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reduced rank regression
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Tukey's biweight loss
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spectral regularization
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outliers
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heavy tails
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