Pages that link to "Item:Q741790"

The following pages link to Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790):

Displaying 11 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)
• Generalized co-sparse factor regression (Q830453) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← 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)
• Estimating a sparse reduction for general regression in high dimensions (Q1702278) (← links)
• Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)