Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
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Publication:5384396
DOI10.1093/biomet/asw036zbMath1495.62056OpenAlexW2509064655MaRDI QIDQ5384396
Xin Chen, Yi Yang, Zhihua Su, Guang-Yu Zhu
Publication date: 24 June 2019
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4de1b2ffb2a30b4ccf12b855bf849a89f056bd5b
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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