Multivariate regression shrinkage and selection by canonical correlation analysis

DOI10.1016/J.CSDA.2012.12.017MaRDI QIDQ333747zbMATH OpenOpenAlexFDO

Authors Baiguo An, Hansheng Wang, Jianhua Guo

Publication date 31 October 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.12.017

zbMATH Keywords

adaptive Lassocanonical correlation analysismultivariate regressionselection consistencytuning parameter selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(13)

• Input selection and shrinkage in multiresponse linear regression
• On multivariate linear regression shrinkage and reduced-rank procedures
• Model selection in kernel ridge regression
• Some aspects of response variable selection and estimation in multivariate linear regression
• Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
• Sparse canonical correlation analysis from a predictive point of view
• scientific article; zbMATH DE number 3921765 (Why is no real title available?)
• Sparse Single Index Models for Multivariate Responses
• Calibrated multivariate regression with application to neural semantic basis discovery
• Partitioning predictors in multivariate regression models
• Variable selection in multivariate linear regression with random predictors
• Variable selection in multivariate linear regression model for spatially dependent data
• Group exponential penalized estimation in high-dimensional multivariate linear regression

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