In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model ...
The purpose of this tutorial is to continue our exploration of multivariate statistics by conducting a simple (one explanatory variable) linear regression analysis. We will continue to use the ...
We propose a multivariate sparse group lasso variable selection and estimation method for data with highdimensional predictors as well as high-dimensional response variables. The method is carried out ...