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Variable selection in multivariate linear models with high-dimensional covariance matrix estimation.
Marie Perrot-Dockès
Céline Lévy-Leduc
Laure Sansonnet
Julien Chiquet
Published in:
J. Multivar. Anal. (2018)
Keyphrases
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variable selection
covariance matrix
linear models
high dimensional
covariance matrices
principal component analysis
dimension reduction
cross validation
sample size
model selection
low dimensional
data points
high dimensionality
dimensionality reduction
high dimensional data
computer vision
pattern recognition