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Chang et al., 2023 - Google Patents

Robust multivariate lasso regression with covariance estimation

Chang et al., 2023

Document ID
7775655149923629248
Author
Chang L
Welsh A
Publication year
Publication venue
Journal of Computational and Graphical Statistics

External Links

Snippet

Multivariate regression with covariance estimation (MRCE) is a method that performs sparse estimation of multivariate regression coefficients, while taking account the covariance structure of the response variables. MRCE uses a penalized likelihood approach to …
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    • G06F17/30861—Retrieval from the Internet, e.g. browsers
    • G06F17/30864—Retrieval from the Internet, e.g. browsers by querying, e.g. search engines or meta-search engines, crawling techniques, push systems
    • G06F17/30867—Retrieval from the Internet, e.g. browsers by querying, e.g. search engines or meta-search engines, crawling techniques, push systems with filtering and personalisation
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