"Nonconvex penalized reduced rank regression and its oracle properties in ..."

Heng Lian, Yongdai Kim (2016)

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DOI: 10.1016/J.JMVA.2015.09.023

access: open

type: Journal Article

metadata version: 2021-02-17

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Heng Lian, Yongdai Kim:
Nonconvex penalized reduced rank regression and its oracle properties in high dimensions. J. Multivar. Anal. 143: 383-393 (2016)

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