Multivariate variable selection by means of null-beamforming
From MaRDI portal
Publication:2044421
DOI10.1214/21-EJS1859zbMath1472.62061OpenAlexW3174962921MaRDI QIDQ2044421
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-ejs1859
multivariate random-effects regression modelsmultivariate variable selectionnull-beamformingprincipal variable analysis
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Random-Effects Models for Longitudinal Data
- A well-conditioned estimator for large-dimensional covariance matrices
- High-dimensional covariance matrix estimation in approximate factor models
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Covariance regularization by thresholding
- Forward Regression for Ultra-High Dimensional Variable Screening
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Variable selection for high dimensional multivariate outcomes
- Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure
- Multivariate Bayesian Variable Selection and Prediction
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
- Source localization with MEG data: A beamforming approach based on covariance thresholding
- Regularization and Variable Selection Via the Elastic Net
This page was built for publication: Multivariate variable selection by means of null-beamforming
