Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984): Difference between revisions

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Latest revision as of 15:16, 15 July 2024

scientific article
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Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
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    Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (English)
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    17 May 2018
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    high-dimensional covariance matrix estimation
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    Lasso
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    multivariate linear model
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    variable selection
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