Parametric and semiparametric reduced-rank regression with flexible sparsity
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DOI: 10.1016/j.jmva.2015.01.013
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Cited by:
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- Ahelegbey, Daniel Felix, 2015. "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper 92634, University Library of Munich, Germany, revised 25 Apr 2016.
- Daniel Felix Ahelegbey, 2015. "The Econometrics of Networks: A Review," Working Papers 2015:13, Department of Economics, University of Venice "Ca' Foscari".
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Keywords
Additive models; Oracle inequality; Reduced-rank regression; Sparse group lasso;All these keywords.
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