Asymptotic properties of adaptive group Lasso for sparse reduced rank regression

DOI10.1002/sta4.123MaRDI QIDQ6539185

Jianhua Z. Huang, Kejun He

Publication date: 14 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

minimaxvariable selectionmultivariate regressionoracle propertyhigh dimensional regressionlarge sample theory

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
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• Reduced-rank regression for the multivariate linear model
• Weak convergence and empirical processes. With applications to statistics
• Simultaneous analysis of Lasso and Dantzig selector
• Modern Multivariate Statistical Techniques
• Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
• Model Selection and Estimation in Regression with Grouped Variables

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