Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates
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Publication:4962440
DOI10.1080/01621459.2017.1285774zbMath1398.62136OpenAlexW2594578547MaRDI QIDQ4962440
Jianhua Z. Huang, Heng Lian, Kejun He, Shujie Ma
Publication date: 2 November 2018
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2017.1285774
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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