Parametric and semiparametric reduced-rank regression with flexible sparsity
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Publication:2018603
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Adaptive Lasso for sparse high-dimensional regression models
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- Least squares after model selection in high-dimensional sparse models
- Linear or nonlinear? Automatic structure discovery for partially linear models
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- On the degrees of freedom of reduced-rank estimators in multivariate regression
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Pathwise coordinate optimization
- Reduced rank stochastic regression with a sparse singular value decomposition
- Reduced-rank regression for the multivariate linear model
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
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- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Surface estimation, variable selection, and the nonparametric oracle property
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
Cited in
(15)- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Response variable selection in multivariate linear regression
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
- Bayesian sparse multiple regression for simultaneous rank reduction and variable selection
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review
- Trace regression model with simultaneously low rank and row(column) sparse parameter
- Sequential Scaled Sparse Factor Regression
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
- Bayesian sparse reduced rank multivariate regression
- Semi-parametric order-based generalized multivariate regression
- On Cross-Validation for Sparse Reduced Rank Regression
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Sparse reduced-rank regression with covariance estimation
- Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients
- Selective factor extraction in high dimensions
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