Signal extraction approach for sparse multivariate response regression

DOI10.1016/j.jmva.2016.09.005zbMath1351.62110arXiv1508.01105OpenAlexW2278601099MaRDI QIDQ153109

Ruiyan Luo, Xin Qi, Xin Qi, Ruiyan Luo

Publication date: January 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01105

zbMATH Keywords

dimension reductionoracle inequalitiesmultivariate regressionsignal extractionbest lower rank approximationhigh dimensional predictors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items

Sparse Reduced Rank Huber Regression in High Dimensions, SiER

Uses Software

• UCI-ml

Cites Work

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