Indirect multivariate response linear regression

DOI10.1093/biomet/asw034zbMath1506.62338arXiv1507.04610OpenAlexW2272001694MaRDI QIDQ5384397

Aaron J. Molstad, Adam J. Rothman

Publication date: 24 June 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.04610

zbMATH Keywords

sparsityreduced-rank regressioncovariance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (5)

On Sure Screening with Multiple Responses ⋮ An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression ⋮ Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension ⋮ A Cluster Elastic Net for Multivariate Regression ⋮ Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures

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