Estimation for high dimensional data

Abstract (Modeling high dimensional data is often confounded with multicollinearity and problem with interpretability of the fitted model General Adaptive Sparse Principal Component Analysis (GAS-PCA) is used in reducing dimensionality that simultaneously induces sparsity. However, selection of few...

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Bibliographic Details
Main Author: Paragas, Ella Joyce S. (Author)
Format: Thesis
Language:English
Published: Quezon City School of Statistics, University of the Philippines Diliman 2014.
Subjects: