An integrated precision matrix estimation for multivariate regression problems (Q2676914)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An integrated precision matrix estimation for multivariate regression problems |
scientific article |
Statements
An integrated precision matrix estimation for multivariate regression problems (English)
0 references
28 September 2022
0 references
high-dimensional data
0 references
Gaussian graphical model
0 references
multivariate regression
0 references
covariance selection
0 references
two-step method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references