Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (Q5087443): Difference between revisions

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Revision as of 18:45, 5 March 2024

scientific article; zbMATH DE number 7555355
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English
Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
scientific article; zbMATH DE number 7555355

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    Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (English)
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    11 July 2022
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    conic programming
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    dimension reduction
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    group variable selection
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    Ky Fan norm
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    penalized likelihood
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