Sparse reduced-rank regression for multivariate varying-coefficient models

DOI10.1080/00949655.2020.1829622OpenAlexW3092709427MaRDI QIDQ5065249FDOQ5065249

Rui Li, F. Zhang, Heng Lian, Dipankar Bandyopadhyay

Publication date: 18 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1829622

zbMATH Keywords

variable selectionvarying-coefficient modelsrank regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (7)

• Multivariate response regression with low-rank and generalized sparsity
• Title not available (Why is that?)
• Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
• Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data
• On Cross-Validation for Sparse Reduced Rank Regression
• Sparse reduced-rank regression with covariance estimation
• Signal extraction approach for sparse multivariate response regression

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