Multivariate regression shrinkage and selection by canonical correlation analysis

Computational Statistics and Data Analysis

Volumn 62, Issue , 2013, Pages 93-107

  An, Baiguo ^a,b   Guo, Jianhua ^a,b   Wang, Hansheng ^c  

^a Key Laboratory for Applied Statistics of Ministry of Education   (China)

^b NORTHEAST NORMAL UNIVERSITY   (China)

^c Peking University   (China)

Author keywords

Adaptive lasso; Canonical correlation analysis; Multivariate regression; Selection consistency; Tuning parameter selection

Indexed keywords

CORRELATION METHODS; MULTIVARIANT ANALYSIS; SHRINKAGE;

ADAPTIVE LASSOS; CANONICAL CORRELATION ANALYSIS; MULTIVARIATE REGRESSION; SELECTION CONSISTENCIES; TUNING PARAMETER;

REGRESSION ANALYSIS;

EID: 84885019435     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.12.017     Document Type: Article

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