Prediction in abundant high-dimensional linear regression

DOI10.1214/13-EJS872zbMath1279.62140MaRDI QIDQ391850

R. Dennis Cook, Liliana Forzani, Adam J. Rothman

Publication date: 13 January 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1387207935

zbMATH Keywords

least squaresMoore-Penrose inverseinverse regressionsparse covariance estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Reply, Ensemble Subset Regression (ENSURE): Efficient High-dimensional Prediction, Partial least squares for simultaneous reduction of response and predictor vectors in regression, Partial least squares prediction in high-dimensional regression, Letter to the Editor, Sufficient dimension reduction and prediction through cumulative slicing PFC

Uses Software

• glasso
• scout

Cites Work

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