Pages that link to "Item:Q4904730"

The following pages link to Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (Q4904730):

Displaying 50 items.

• Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
• Signal extraction approach for sparse multivariate response regression (Q153109) (← links)
• High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
• Robust reduced-rank modeling via rank regression (Q338394) (← links)
• Reduced-rank multi-label classification (Q517398) (← links)
• Generalized co-sparse factor regression (Q830453) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
• Simultaneous dimension reduction and variable selection in modeling high dimensional data (Q1654282) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• Sparse principal component regression with adaptive loading (Q1663268) (← links)
• Sparse and kernel OPLS feature extraction based on eigenvalue problem solving (Q1677852) (← links)
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
• Estimating a sparse reduction for general regression in high dimensions (Q1702278) (← links)
• Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
• Multivariate variable selection by means of null-beamforming (Q2044421) (← links)
• Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
• Multivariate response regression with low-rank and generalized sparsity (Q2089029) (← links)
• Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
• Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
• Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
• Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation (Q2163851) (← links)
• Large-scale multivariate sparse regression with applications to UK Biobank (Q2170442) (← links)
• Envelope-based sparse partial least squares (Q2176612) (← links)
• Capturing between-tasks covariance and similarities using multivariate linear mixed models (Q2209832) (← links)
• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
• Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
• A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models (Q2304238) (← links)
• A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
• Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
• Semi-parametric order-based generalized multivariate regression (Q2400819) (← links)
• Simultaneous selection of predictors and responses for high dimensional multivariate linear regression (Q2406795) (← links)
• Sparse reduced-rank regression with covariance estimation (Q2631378) (← links)
• Envelope-based sparse reduced-rank regression for multivariate linear model (Q2692933) (← links)
• Analysis of Double Single Index Models (Q2965532) (← links)
• On Cross-Validation for Sparse Reduced Rank Regression (Q3120104) (← links)
• Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (Q4962440) (← links)
• Projection correlation between scalar and vector variables and its use in feature screening with multi-response data (Q5036832) (← links)
• On Sure Screening with Multiple Responses (Q5037785) (← links)
• Sparse Single Index Models for Multivariate Responses (Q5066421) (← links)
• An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression (Q5066446) (← links)
• Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
• Pairwise directions estimation for multivariate response regression data (Q5107355) (← links)
• Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
• Feature Selection by Canonical Correlation Search in High-Dimensional Multiresponse Models With Complex Group Structures (Q5120660) (← links)
• Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension (Q5242475) (← links)
• Summaries of three keynote lectures at the SAE – 2018 (Q5879976) (← links)
• Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)