JOURNAL ARTICLE

Sparse reduced-rank regression with covariance estimation

Lisha ChenJianhua Z. Huang

Year: 2014 Journal:   Statistics and Computing Vol: 26 (1-2)Pages: 461-470   Publisher: Springer Science+Business Media
Keywords:
Covariance Mathematics Regression analysis Covariance matrix Estimation of covariance matrices Regression Rank (graph theory) Linear regression Statistics Regression diagnostic Covariance function Bayesian multivariate linear regression Computer science Algorithm

Metrics

24
Cited By
2.85
FWCI (Field Weighted Citation Impact)
30
Refs
0.89
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Sparse and Compressive Sensing Techniques
Physical Sciences →  Engineering →  Computational Mechanics
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability

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