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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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Detalhes bibliográficos
Publicado no:J Stat Theory Pract
Main Authors: Chen, Kun, Chan, Kung-Sik
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha: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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