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MILFM: Multiple index latent factor model based on high‐dimensional features |
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| Authors: | Hojin Yang Hongtu Zhu Joseph G. Ibrahim |
| Affiliation: | Department of Biostatistics, University of North Carolina, Chapel Hill, North Carolina 27599‐7420, U.S.A. |
| Abstract: | |
| Keywords: | Dimension reduction Independent screening Latent factor model Prediction Regularized empirical risk |