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L2RM: Low-rank Linear Regression Models for High-dimensional Matrix Responses *

The aim of this paper is to develop a low-rank linear regression model (L2RM) to correlate a high-dimensional response matrix with a high dimensional vector of covariates when coefficient matrices have low-rank structures. We propose a fast and efficient screening procedure based on the spectral nor...

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Detalles Bibliográficos
Publicado en:J Am Stat Assoc
Main Authors: Kong, Dehan, An, Baiguo, Zhang, Jingwen, Zhu, Hongtu
Formato: Artigo
Idioma:Inglês
Publicado: 2019
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC7781207/
https://ncbi.nlm.nih.gov/pubmed/33408427
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2018.1555092
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