A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables |
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A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (English)
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13 May 2020
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consistency
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high-dimensional asymptotic framework
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multivariate linear regression
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variable selection
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