Theories on Group Variable Selection in Multivariate Regression Models
We study group variable selection on multivariate regression model. Group variable selection is equivalent to select the non-zero rows of coefficient matrix, since there are multiple response variables and thus if one predictor is irrelevant to estimation then the corresponding row must be zero. In...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-7404 |