Some aspects of response variable selection and estimation in multivariate linear regression
From MaRDI portal
Publication:2062774
DOI10.1016/j.jmva.2021.104821zbMath1493.62310OpenAlexW3198038366MaRDI QIDQ2062774
Ningning Xia, Xiaoqian Liu, Xu Liu, Jian-Hua Hu
Publication date: 3 January 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104821
model selectionpenalty functionmultivariate regressiongenomicshigh dimensionrecall rateprecision rateresponse best subset selector
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on fast envelope estimation
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- On the consistency of coordinate-independent sparse estimation with BIC
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Hanson-Wright inequality and sub-Gaussian concentration
- An adaptive step-down procedure with proven FDR control under independence
- A note on adaptive group Lasso
- Reduced-rank regression for the multivariate linear model
- Multivariate reduced-rank regression
- The control of the false discovery rate in multiple testing under dependency.
- The partitioning principle: a powerful tool in multiple decision theory
- Majorization relations for Hadamard products
- Duality between multiple testing and selecting
- Sparse permutation invariant covariance estimation
- Biclustering in data mining
- Biclustering via Sparse Singular Value Decomposition
- Adaptive linear step-up procedures that control the false discovery rate
- A group bridge approach for variable selection
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- An improved Bonferroni procedure for multiple tests of significance
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Estimation of error variance via ridge regression
- Foundations for Envelope Models and Methods
- A Convex Pseudolikelihood Framework for High Dimensional Partial Correlation Estimation with Convergence Guarantees
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Model Selection and Estimation in Regression with Grouped Variables
- Adaptive Lasso for Cox's proportional hazards model
- Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
- A selective review of group selection in high-dimensional models