Parametric and semiparametric reduced-rank regression with flexible sparsity

DOI10.1016/j.jmva.2015.01.013zbMath1308.62144OpenAlexW2082315702MaRDI QIDQ2018603

Kaifeng Zhao, Heng Lian, San Ying Feng

Publication date: 24 March 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.013

zbMATH Keywords

additive modelsoracle inequalityreduced-rank regressionsparse group lasso

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (1)

High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition

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