Pages that link to "Item:Q4904730"
From MaRDI portal
The following pages link to Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (Q4904730):
Displaying 27 items.
- Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- Dimension Reduction for Integrative Survival Analysis (Q6055731) (← links)
- A Review of Envelope Models (Q6064133) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (Q6073439) (← links)
- Covariate‐driven factorization by thresholding for multiblock data (Q6076513) (← links)
- Dimensionality reduction for regularization of sparse data-driven RANS simulations (Q6078483) (← links)
- Sparse vector error correction models with application to cointegration‐based trading (Q6081857) (← links)
- Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data (Q6089202) (← links)
- Bayesian tensor response regression with an application to brain activation studies (Q6117929) (← links)
- The EAS approach to variable selection for multivariate response data in high-dimensional settings (Q6135077) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- Envelopes and principal component regression (Q6184884) (← links)
- Asymptotic properties of adaptive group Lasso for sparse reduced rank regression (Q6539185) (← links)
- An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression (Q6543931) (← links)
- On the Use of Minimum Penalties in Statistical Learning (Q6552530) (← links)
- D4R: doubly robust reduced rank regression in high dimension (Q6556782) (← links)
- Penalized spline estimation of principal components for sparse functional data: rates of convergence (Q6589574) (← links)
- Response variable selection in multivariate linear regression (Q6593365) (← links)
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)
- Sequential Scaled Sparse Factor Regression (Q6620886) (← links)
- Negative binomial factor regression with application to microbiome data analysis (Q6628584) (← links)
- Estimation and visualization of heterogeneous treatment effects for multiple outcomes (Q6629958) (← links)
- Asymptotically faster estimation of high-dimensional additive models using subspace learning (Q6641032) (← links)
- Multivariate spatiotemporal models with low rank coefficient matrix (Q6664672) (← links)
- A fully Bayesian approach to sparse reduced-rank multivariate regression (Q6664998) (← links)