Variable selection for high dimensional multivariate outcomes
نویسندگان
چکیده
منابع مشابه
Variable Selection for High Dimensional Multivariate Outcomes.
We consider variable selection for high-dimensional multivariate regression using penalized likelihoods when the number of outcomes and the number of covariates might be large. To account for within-subject correlation, we consider variable selection when a working precision matrix is used and when the precision matrix is jointly estimated using a two-stage procedure. We show that under suitabl...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2014
ISSN: 1017-0405
DOI: 10.5705/ss.2013.019