Sparse reduced-rank regression with covariance estimation (Q2631378)
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scientific article; zbMATH DE number 6607671
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sparse reduced-rank regression with covariance estimation |
scientific article; zbMATH DE number 6607671 |
Statements
Sparse reduced-rank regression with covariance estimation (English)
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29 July 2016
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covariance estimation
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group Lasso
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reduced-rank regression
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variable selection
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0.9407081
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0.9398279
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0.9340925
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0.9290978
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0.9257022
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0.92399347
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0.91277874
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0.90782505
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0.9067178
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0.90671766
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