Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (Q4904730)
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scientific article; zbMATH DE number 6133101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection |
scientific article; zbMATH DE number 6133101 |
Statements
Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (English)
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31 January 2013
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group lasso penalty
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low rank matrix approximation
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multivariate regression
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penalized least squares
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sparsity
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Stiefel manifolds
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