Sparse reduced-rank regression for simultaneous dimension reduction and variable selection

Journal of the American Statistical Association

Volumn 107, Issue 500, 2012, Pages 1533-1545

  Chen, Lisha ^a   Huang, Jianhua Z ^b  

^a YALE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Group lasso penalty; Low rank matrix approximation; Multivariate regression; Penalized least squares; Sparsity; Stiefel manifold

Indexed keywords

EID: 84871942172     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2012.734178     Document Type: Article

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