Generalized high-dimensional trace regression via nuclear norm regularization
Year of publication: |
2019
|
---|---|
Authors: | Fan, Jianqing ; Gong, Wenyan ; Zhu, Ziwei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 1, p. 177-202
|
Subject: | High dimensional statistics | Logistic regression | Matrix completion | Nuclear norm regularization | Restricted strong convexity | Trace regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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