Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace

标题
Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace
作者
关键词
Dimension reduction, Minimum Average Variance Estimation, Multivariate response, CentraL Mean Subspace, Variable selection, Adaptive group Lasso
出版物
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 184, Issue -, Pages 104753
出版商
Elsevier BV
发表日期
2021-03-20
DOI
10.1016/j.jmva.2021.104753

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