Variable screening in multivariate linear regression with high-dimensional covariates

DOI10.1080/24754269.2021.1982607OpenAlexW3205456713MaRDI QIDQ5880134

Lu Li, Jin Xu, Shiferaw B. Bizuayehu

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2021.1982607

zbMATH Keywords

dimension reductionvariable selectionmultivariate regressionforward regressionmultiple correlation coefficient

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Feature screening for multiple responses

Uses Software

• gglasso

Cites Work

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