Sparse factor regression via penalized maximum likelihood estimation (Q725684)
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scientific article; zbMATH DE number 6912428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse factor regression via penalized maximum likelihood estimation |
scientific article; zbMATH DE number 6912428 |
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Sparse factor regression via penalized maximum likelihood estimation (English)
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2 August 2018
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coordinate descent algorithm
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Lasso
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multicollinearity
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penalized maximum likelihood estimation
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rotation technique
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