Variable selection for high dimensional multivariate outcomes (Q3195164)
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scientific article; zbMATH DE number 6497317
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Variable selection for high dimensional multivariate outcomes |
scientific article; zbMATH DE number 6497317 |
Statements
Variable selection for high dimensional multivariate outcomes (English)
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21 October 2015
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BIC
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consistency
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correlation
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efficiency
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model selection
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multiple outcomes
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oracle estimator
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0.8009547591209412
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0.7863049507141113
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0.783277153968811
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0.7827836871147156
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