A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065)
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scientific article; zbMATH DE number 7200232
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| English | A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables |
scientific article; zbMATH DE number 7200232 |
Statements
A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (English)
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13 May 2020
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consistency
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high-dimensional asymptotic framework
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multivariate linear regression
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variable selection
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0.8591957092285156
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0.8083867430686951
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0.8035424947738647
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0.796542763710022
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