Envelope-based sparse reduced-rank regression for multivariate linear model
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
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- Envelope models for parsimonious and efficient multivariate linear regression
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- Envelopes and reduced-rank regression
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- Pathwise coordinate optimization
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- Procrustes Problems
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- Reduced rank regression via adaptive nuclear norm penalization
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Smoothly clipped absolute deviation on high dimensions
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- Sparse permutation invariant covariance estimation
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
Cited in
(12)- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data
- A Review of Envelope Models
- Envelopes for elliptical multivariate linear regression
- New parsimonious multivariate spatial model: spatial envelope
- Efficient estimation of reduced-rank partial envelope model in multivariate linear regression
- A theoretical view of the envelope model for multivariate linear regression as response dimension reduction
- Envelope-based sparse partial least squares
- Envelopes and reduced-rank regression
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- A note on rank reduction in sparse multivariate regression
- A Bayesian approach for envelope models
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