Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821)
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scientific article; zbMATH DE number 6523747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconvex penalized reduced rank regression and its oracle properties in high dimensions |
scientific article; zbMATH DE number 6523747 |
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Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (English)
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23 December 2015
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model selection
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nonconvex penalty
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oracle property
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reduced rank regression
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