Sparse multivariate regression with covariance estimation

Journal of Computational and Graphical Statistics

Volumn 19, Issue 4, 2010, Pages 947-962

  Rothman, Adam J ^a   Levina, Elizaveta ^a   Zhu, Ji ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

High dimension low sample size; Lasso; Multiple output regression; Sparsity

Indexed keywords

EID: 79952797027     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2010.09188     Document Type: Article

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