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Screening and clustering of sparse regressions with finite non‐Gaussian mixtures |
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| Authors: | Jian Zhang |
| Institution: | School of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, Kent CT2 7NF, UK |
| Abstract: | |
| Keywords: | Component‐wise regularization Heterogeneity Non‐Gaussian mixture regression models Simultaneous clustering and variable screening |