Signal extraction approach for sparse multivariate response regression
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Publication:153109
DOI10.1016/j.jmva.2016.09.005zbMath1351.62110arXiv1508.01105MaRDI QIDQ153109
Ruiyan Luo, Xin Qi, Ruiyan Luo, Xin Qi
Publication date: January 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.01105
dimension reduction; oracle inequalities; multivariate regression; signal extraction; best lower rank approximation; high dimensional predictors
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