Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
From MaRDI portal
Publication:5087443
DOI10.1111/j.1467-9868.2007.00591.xOpenAlexW2101593431MaRDI QIDQ5087443
Zhaosong Lu, Ali Ekici, Ming Yuan, Renato D. C. Monteiro
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00591.x
Related Items
High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition, Minimax estimation in multi-task regression under low-rank structures, Exact penalization for cardinality and rank-constrained optimization problems via partial regularization, A dynamic logistic regression for network link prediction, Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data, On Sure Screening with Multiple Responses, Variable and boundary selection for functional data via multiclass logistic regression modeling, Variable selection in multivariate linear models for functional data via sparse regularization, Generalized co-sparse factor regression, High-dimensional consistency of rank estimation criteria in multivariate linear model, Sparse reduced-rank regression with covariance estimation, Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction, Mixed integer second-order cone programming formulations for variable selection in linear regression, Inferring Influence Networks from Longitudinal Bipartite Relational Data, Sparse Single Index Models for Multivariate Responses, An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression, Unnamed Item, Robust reduced rank regression in a distributed setting, Bayesian sparse reduced rank multivariate regression, Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation, Multivariate factorizable expectile regression with application to fMRI data, Semi-parametric order-based generalized multivariate regression, The bounds of restricted isometry constants for low rank matrices recovery, Simultaneous estimation and inference for multiple response variables, Simultaneous selection of predictors and responses for high dimensional multivariate linear regression, Computing the degrees of freedom of rank-regularized estimators and cousins, A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables, On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters, Multiple change points detection in high-dimensional multivariate regression, Multivariate functional response low‐rank regression with an application to brain imaging data, An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions, Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression, Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization, Variable selection in multivariate linear regression with random predictors, Bayesian tensor response regression with an application to brain activation studies, Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data, Stability Approach to Regularization Selection for Reduced-Rank Regression, Feature Selection by Canonical Correlation Search in High-Dimensional Multiresponse Models With Complex Group Structures, Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood, Capturing between-tasks covariance and similarities using multivariate linear mixed models, Bayesian Sparse Partial Least Squares, Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model, On estimation in the reduced-rank regression with a large number of responses and predictors, L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses, Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension, An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation, Degrees of freedom in low rank matrix estimation, Fixed-rank matrix factorizations and Riemannian low-rank optimization, Double fused Lasso penalized LAD for matrix regression, Leveraging mixed and incomplete outcomes via reduced-rank modeling, Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach, Partitioning predictors in multivariate regression models, FACTORISABLE MULTITASK QUANTILE REGRESSION, Flexible low-rank statistical modeling with missing data and side information, Regularization parameter selection for the low rank matrix recovery, Reduced rank ridge regression and its kernel extensions, Multiple Response Regression for Gaussian Mixture Models with Known Labels, A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models, Some aspects of response variable selection and estimation in multivariate linear regression, Spectral thresholding for the estimation of Markov chain transition operators, A note on rank reduction in sparse multivariate regression, Unnamed Item, Stable recovery of low rank matrices from nuclear norm minimization