Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
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- Fujikoshi, Yasunori & Sakurai, Tetsuro, 2016. "High-dimensional consistency of rank estimation criteria in multivariate linear model," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 199-212.
- Lian, Heng & Kim, Yongdai, 2016. "Nonconvex penalized reduced rank regression and its oracle properties in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 383-393.
- Kharratzadeh, Milad & Coates, Mark, 2017. "Semi-parametric order-based generalized multivariate regression," Journal of Multivariate Analysis, Elsevier, vol. 156(C), pages 89-102.
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- Lian, Heng & Feng, Sanying & Zhao, Kaifeng, 2015. "Parametric and semiparametric reduced-rank regression with flexible sparsity," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 163-174.
- Luo, Ruiyan & Qi, Xin, 2017. "Signal extraction approach for sparse multivariate response regression," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 83-97.
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- Daniel Felix Ahelegbey, 2015. "The Econometrics of Networks: A Review," Working Papers 2015:13, Department of Economics, University of Venice "Ca' Foscari".
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