Signal extraction approach for sparse multivariate response regression (Q153109)
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scientific article; zbMATH DE number 6663947
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Signal extraction approach for sparse multivariate response regression |
scientific article; zbMATH DE number 6663947 |
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153
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83-97
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January 2017
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15 December 2016
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Signal extraction approach for sparse multivariate response regression (English)
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multivariate regression
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high dimensional predictors
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signal extraction
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dimension reduction
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best lower rank approximation
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oracle inequalities
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0.8878469
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0.86339766
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0.86068106
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0.8605309
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0.8594337
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0.8592837
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0.8578009
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0.8570867
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0.8568015
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