Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984)
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scientific article
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| English | Variable selection in multivariate linear models with high-dimensional covariance matrix estimation |
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Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (English)
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17 May 2018
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high-dimensional covariance matrix estimation
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Lasso
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multivariate linear model
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variable selection
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0.8088658452033997
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0.8009547591209412
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0.8005802035331726
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0.7912744283676147
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