Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data (Q5885097)
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scientific article; zbMATH DE number 7668244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data |
scientific article; zbMATH DE number 7668244 |
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Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data (English)
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27 March 2023
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BIC
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cross-validation
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high dimensionality
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low rank
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multivariate linear models
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penalized least squares estimation
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