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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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Bibliografske podrobnosti
Main Authors: Lee, Wonyul, Liu, Yufeng
Format: Artigo
Jezik:Inglês
Izdano: 2012
Teme:
Online dostop: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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