Variable selection in multivariate linear models for functional data via sparse regularization

DOI10.1007/s42081-019-00055-xzbMath1465.62190OpenAlexW2963591792MaRDI QIDQ830251

Hidetoshi Matsui, Yuta Umezu

Publication date: 7 May 2021

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-019-00055-x

zbMATH Keywords

variable selectionfunctional data analysismultivariate regressionLasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Functional data analysis (62R10) Statistical ranking and selection procedures (62F07)

Uses Software

• fda (R)

Cites Work

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