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A note on rank reduction in sparse multivariate regression
A reduced-rank regression with sparse singular value decomposition (RSSVD) approach was proposed by Chen et al. for conducting variable selection in a reduced-rank model. To jointly model the multivariate response, the method efficiently constructs a prespecified number of latent variables as some s...
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| Publicado en: | J Stat Theory Pract |
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| Autores principales: | , |
| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
2016
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| Materias: | |
| Acceso en línea: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4797956/ https://ncbi.nlm.nih.gov/pubmed/26997938 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/15598608.2015.1081573 |
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