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Regularized Estimation in Sparse High-dimensional Multivariate Regression, with Application to a DNA Methylation Study
In this article, we consider variable selection for correlated high dimensional DNA methylation markers as multivariate outcomes. A novel weighted square-root LASSO procedure is proposed to estimate the regression coefficient matrix. A key feature of this method is tuning-insensitivity, which greatl...
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| Publicado no: | Stat Appl Genet Mol Biol |
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| Main Authors: | , , , , , , , , , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5812465/ https://ncbi.nlm.nih.gov/pubmed/28734115 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1515/sagmb-2016-0073 |
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