An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression

DOI10.1080/10618600.2020.1853551OpenAlexW3110092633MaRDI QIDQ5066446

Adam J. Rothman, Guangwei Weng, Charles R. Doss, Aaron J. Molstad

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.10558

zbMATH Keywords

nonconvex optimizationmeasurement errormultivariate regressiongenomicscovariance matrix estimationreduced-rank regresssion

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

MCMVR, MLE of jointly constrained mean-covariance of multivariate normal distributions

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