Adaptive estimation in multivariate response regression with hidden variables

DOI10.1214/21-AOS2059zbMath1486.62158arXiv2003.13844OpenAlexW3133781116MaRDI QIDQ2131249

Yaosheng Xu, Yang Ning, Xin Bing

Publication date: 25 April 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.13844

zbMATH Keywords

shrinkageconfoundinghigh-dimensional modelshidden variablesmultivariate response regressionsurrogate variable analysisnonsparse estimation

Mathematics Subject Classification ID

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

Uses Software

• leapp
• DDL

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