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"Distributionally Robust Reduced Rank Regression and Principal Component ..."
Kean Ming Tan, Qiang Sun, Daniela M. Witten (2018)
- Kean Ming Tan, Qiang Sun, Daniela M. Witten:
Distributionally Robust Reduced Rank Regression and Principal Component Analysis in High Dimensions. CoRR abs/1810.07913 (2018)
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