Simultaneous Dimension Reduction and Variable Selection for Multinomial Logistic Regression
- Canhong Wen ,
Canhong Wen
[email protected]https://orcid.org/0000-0003-0220-9986
International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China;
- Zhenduo Li,
Zhenduo Li
[email protected]International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China;
- Ruipeng Dong ,
Corresponding Author
Ruipeng Dong
[email protected]https://orcid.org/0000-0002-5073-4470
International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China;
- Yijin Ni,
Yijin Ni
[email protected]Industrial and System Engineering, Georgia Institute of Technology, 30318 Atlanta, Georgia;
- Wenliang Pan
Corresponding Author
Wenliang Pan
[email protected]https://orcid.org/0000-0002-9821-6461
Key Laboratory of Systems and Control, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
Canhong Wen
[email protected]https://orcid.org/0000-0003-0220-9986
International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China;
Zhenduo Li
[email protected]International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China;
Corresponding Author
Ruipeng Dong
[email protected]https://orcid.org/0000-0002-5073-4470
International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China;
Yijin Ni
[email protected]Industrial and System Engineering, Georgia Institute of Technology, 30318 Atlanta, Georgia;
Corresponding Author
Wenliang Pan
[email protected]https://orcid.org/0000-0002-9821-6461
Key Laboratory of Systems and Control, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
