Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
Perrot-Dockès, Marie, Lévy-Leduc, Céline, Sansonnet, Laure, Chiquet, JulienLanguage:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2018.02.006
Date:
February, 2018
File:
PDF, 381 KB
english, 2018