A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
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Publication:2304238
DOI10.1007/s10463-018-0686-5zbMath1435.62306OpenAlexW2888714618MaRDI QIDQ2304238
Publication date: 9 March 2020
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-018-0686-5
multivariate regressionselection consistencysequential procedureprecision matrixconditional modelssparse high-dimensional model
Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Sequential statistical analysis (62L10)
Uses Software
Cites Work
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