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
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Cited in
(19)- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- Some aspects of response variable selection and estimation in multivariate linear regression
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
- Improved estimators for semi-supervised high-dimensional regression model
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- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
- Fast stepwise regression based on multidimensional indexes
- Selection of variables in multivariate regression models for large dimensions
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- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
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- On model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression
- KOO approach for scalable variable selection problem in large-dimensional regression
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