Estimation of the error structure in multivariate response linear regression models
From MaRDI portal
Cites work
- \(\chi^{2}\)-confidence sets in high-dimensional regression
- \(\ell_{1}\)-penalization for mixture regression models
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A covariance regression model
- A Likelihood-Based Approach for Multivariate Categorical Response Regression in High Dimensions
- A network analysis of the volatility of high dimensional financial series
- A note on fast envelope estimation
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data
- A study of error variance estimation in Lasso regression
- An algorithm for the multivariate group Lasso with covariance estimation
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- Asymptotically efficient estimation of covariance matrices with linear structure
- Bayesian inference in nonparanormal graphical models
- Covariance estimation: the GLM and regularization perspectives
- Covariance regularization by thresholding
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Emergence of Scaling in Random Networks
- Envelope methods
- Envelope models for parsimonious and efficient multivariate linear regression
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimating the error variance in a high-dimensional linear model
- Gaussian graphical models
- GGM Knockoff Filter: False Discovery Rate Control for Gaussian Graphical Models
- High-dimensional Gaussian graphical models on network-linked data
- High-Dimensional Gaussian Graphical Regression Models with Covariates
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 1179314 (Why is no real title available?)
- Indirect multivariate response linear regression
- Joint estimation of sparse multivariate regression and conditional graphical models
- Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Learning local dependence in ordered data
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection and estimation in the Gaussian graphical model
- Multivariate Reduced-Rank Regression
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
- Noise covariance estimation in multi-task high-dimensional linear models
- On the distribution of the largest eigenvalue in principal components analysis
- On the global and linear convergence of the generalized alternating direction method of multipliers
- On the Use of Minimum Penalties in Statistical Learning
- Out-of-sample error estimate for robust M-estimators with convex penalty
- Partial Gaussian Graphical Model Estimation
- Positive definite estimators of large covariance matrices
- Positive-definite _1-penalized estimation of large covariance matrices
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced-rank regression for the multivariate linear model
- Regularization and Variable Selection Via the Elastic Net
- Regularized estimation of large covariance matrices
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Robust Multivariate Lasso Regression with Covariance Estimation
- Scaled sparse linear regression
- Selective factor extraction in high dimensions
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Simultaneous Support Recovery in High Dimensions: Benefits and Perils of Block $\ell _{1}/\ell _{\infty} $-Regularization
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- Sparse estimation of a covariance matrix
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Sparse reduced-rank regression with covariance estimation
- Support union recovery in high-dimensional multivariate regression
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
- The graphical lasso: new insights and alternatives
- The nonparanormal: semiparametric estimation of high dimensional undirected graphs
- TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- Variance estimation in high-dimensional linear models
This page was built for publication: Estimation of the error structure in multivariate response linear regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6910437)