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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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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2012
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| Schlagworte: | |
| Online Zugang: | 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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