Robust Sparse Principal Component Regression under the High Dimensional Elliptical Model thumbnail
Pause
Mute
Subtitles
Playback speed
0.25
0.5
0.75
1
1.25
1.5
1.75
2
Full screen

Robust Sparse Principal Component Regression under the High Dimensional Elliptical Model

Published on Nov 07, 20141810 Views

In this paper we focus on the principal component regression and its application to high dimension non-Gaussian data. The major contributions are in two folds. First, in low dimensions and under a dou

Related categories

Chapter list

Robust Sparse Principal Component Regression00:00
Advantages of Simple PCR over LSE00:07
Robust Sparse PCR - 101:46
Robust Sparse PCR - 202:30