A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables

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Publication:2180065

DOI10.1214/20-EJS1701zbMath1439.62166MaRDI QIDQ2180065

Hirokazu Yanagihara, Ryoya Oda

Publication date: 13 May 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1585360818




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