Some aspects of response variable selection and estimation in multivariate linear regression

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

zbMATH Keywords

model selectionpenalty functionmultivariate regressiongenomicshigh dimensionrecall rateprecision rateresponse best subset selector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical ranking and selection procedures (62F07)

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