Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (Q5087443)
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scientific article; zbMATH DE number 7555355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression |
scientific article; zbMATH DE number 7555355 |
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Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (English)
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11 July 2022
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conic programming
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dimension reduction
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group variable selection
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Ky Fan norm
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penalized likelihood
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