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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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| Publicado no: | J Am Stat Assoc |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2019
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| Assuntos: | |
| Acesso em linha: | 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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