Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression (Q5384396)
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scientific article; zbMATH DE number 7072139
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| English | Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression |
scientific article; zbMATH DE number 7072139 |
Statements
Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression (English)
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24 June 2019
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canonical correlation
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dimension reduction
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envelope model
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Grassmann manifold
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oracle property
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0.8512882590293884
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0.8372759222984314
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0.83274906873703
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0.8243612051010132
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