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Robust Sparse Principal Component Regression under the High Dimensional Elliptical Model

Published on Nov 07, 20141806 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

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