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20192024
most citedA Consistent and Scalable Algorithm for Best Subset Selection in Single Index Models

1 citations · 1 across the 7 of their papers we have counts for

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stat.ME2019

Best Subset Selection in Reduced Rank Regression

Canhong Wen, Weiyu Li, Junxian Zhu +1

We design a new algorithm on the best subset selection model in reduced rank regression.