Response best-subset selector for multivariate regression with high-dimensional response variables

DOI10.1093/BIOMET/ASAC037MaRDI QIDQ5879530zbMATH OpenOpenAlexFDO

Authors Jian Huang, Xiaoqian Liu, Xu Liu, Jianhua Hu

Publication date 1 March 2023

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asac037

zbMATH Keywords

high dimensionalitymixed 0-1 integer optimizationmultivariate linear regressionpenalized least-squares functionresponse best-subset selectorresponse-variable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY
• Two Bayesian variable screening procedures
• Random projection-based response best-subset selector for ultra-high dimensional multivariate data

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