Adaptive Estimation in Two-way Sparse Reduced-rank Regression

DOI10.5705/ss.202017.0073zbMath1464.62466arXiv1403.1922OpenAlexW2962938902MaRDI QIDQ4986348

Zhuang Ma, Zongming Ma, Tingni Sun

Publication date: 27 April 2021

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.1922

zbMATH Keywords

dimension reductionhigh dimensionalityadaptive estimationvariable selectiongroup sparsityminimax ratesneuroimaginglow rank matrices

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Image analysis in multivariate analysis (62H35) Minimax procedures in statistical decision theory (62C20)

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