A nonparametric empirical Bayes approach to large-scale multivariate regression

DOI10.1016/J.CSDA.2020.107130OpenAlexW3102490460MaRDI QIDQ830438FDOQ830438

Yihe Wang, Sihai Dave Zhao

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107130

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zbMATH Keywords

multivariate regressionnonparametricempirical Bayescompound decision

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (1)

• A novel multivariate time series combination prediction model

Uses Software

• glmnet
• camel

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