High-Dimensional Factor Regression for Heterogeneous Subpopulations
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Cites work
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- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inferential Theory for Factor Models of Large Dimensions
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- Mixed-Effects Models in S and S-PLUS
- Multivariate linear regression for heterogeneous data
- Partial least squares for heterogeneous data
- Principal components estimation and identification of static factors
- Random design analysis of ridge regression
- Regularization and Variable Selection Via the Elastic Net
- Ridge regression and asymptotic minimax estimation over spheres of growing dimension
- Simultaneous analysis of Lasso and Dantzig selector
- Structural learning and integrative decomposition of multi-view data
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