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Simultaneous Multiple Response Regression and Inverse Covariance Matrix Estimation via Penalized Gaussian Maximum Likelihood

Multivariate regression is a common statistical tool for practical problems. Many multivariate regression techniques are designed for univariate response cases. For problems with multiple response variables available, one common approach is to apply the univariate response regression technique separ...

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Detalhes bibliográficos
Main Authors: Lee, Wonyul, Liu, Yufeng
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3392174/
https://ncbi.nlm.nih.gov/pubmed/22791925
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2012.03.013
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