Parametric and semiparametric reduced-rank regression with flexible sparsity.
Heng LianSanying FengKaifeng ZhaoPublished in: J. Multivar. Anal. (2015)
Keyphrases
- semi parametric
- regression model
- least squares
- density estimation
- regression problems
- statistical inference
- rainfall forecasting
- parametric models
- high dimensional
- constrained optimization
- linear model
- cross validation
- bayesian inference
- decision trees
- sparse representation
- statistical analysis
- genetic programming
- supervised learning
- probability distribution
- feature extraction