Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data

DOI10.1080/01621459.2020.1799813MaRDI QIDQ5885097zbMATH OpenOpenAlexFDO

Authors Changliang Zou, Yuan Ke, Wenyang Zhang

Publication date 27 March 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2020.1799813

zbMATH Keywords

BICcross-validationhigh dimensionalitylow rankmultivariate linear modelspenalized least squares estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12)

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Cites work

• Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
• Convex regularization for high-dimensional multiresponse tensor regression
• Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
• Eigenvalue ratio test for the number of factors
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling
• Interaction pursuit in high-dimensional multi-response regression via distance correlation
• Model selection via multifold cross validation
• Multivariate reduced-rank regression
• Nonconcave penalized likelihood with a diverging number of parameters.
• Optimal selection of reduced rank estimators of high-dimensional matrices
• Scalable interpretable multi-response regression via SEED
• Support union recovery in high-dimensional multivariate regression
• The Adaptive Lasso and Its Oracle Properties

Cited in

(14)

• CeCNN: copula-enhanced convolutional neural networks in joint prediction of refraction error and axial length based on ultra-widefield fundus images
• Multiple change points detection in high-dimensional multivariate regression
• D4R: doubly robust reduced rank regression in high dimension
• Tuning parameter selection for the adaptive nuclear norm regularized trace regression
• Integrative subgroup analysis for high-dimensional mixed-type multi-response data
• High-dimensional consistency of rank estimation criteria in multivariate linear model
• Multivariate response regression with low-rank and generalized sparsity
• Minimax estimation in multi-task regression under low-rank structures
• scientific article; zbMATH DE number 7506682 (Why is no real title available?)
• Hypothesis test in high dimensional multi-response linear models
• Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data
• Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
• Deep Regression for Repeated Measurements
• Homogeneity estimation in multivariate generalized linear models

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