Sparse multivariate linear regression with strongly associated response variables

DOI10.1016/J.JMVA.2026.105627MaRDI QIDQ7234479zbMATH OpenFDO

Authors Daeyoung Ham, Bradley S. Price, Adam J. Rothman

Publication date 28 April 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2026.105627

zbMATH Keywords

equicorrelationhigh-dimensional multivariate linear regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites work

• Capturing between-tasks covariance and similarities using multivariate linear mixed models
• Enlargement Methods for Computing the Inverse Matrix
• scientific article; zbMATH DE number 1086070 (Why is no real title available?)
• Joint estimation of sparse multivariate regression and conditional graphical models
• Model selection and estimation in the Gaussian graphical model
• Multivariate Reduced-Rank Regression
• Reduced-rank regression for the multivariate linear model
• Robust Multivariate Lasso Regression with Covariance Estimation
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
• Sparse inverse covariance estimation with the graphical lasso
• The Adaptive Lasso and Its Oracle Properties
• Updating the Inverse of a Matrix

This page was built for publication: Sparse multivariate linear regression with strongly associated response variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7234479)