Generalized high-dimensional trace regression via nuclear norm regularization
Jianqing Fan, Wenyan Gong, Ziwei Zhu
| 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 | Soziale Norm | Social norm | Kernenergie | Nuclear energy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303917