Sparse Single Index Models for Multivariate Responses
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Publication:5066421
DOI10.1080/10618600.2020.1779080MaRDI QIDQ5066421
Eric C. Chi, Yuan Feng, Luo Xiao
Publication date: 29 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8133682
sparsity; alternating direction method of multipliers; high dimension; single index model; multivariate response
62-XX: Statistics
Uses Software