Covariance Assisted Multivariate Penalized Additive Regression (CoMPAdRe)

IF 1.4 2区 数学 Q2 STATISTICS & PROBABILITY
Neel Desai, Veerabhadran Baladandayuthapani, Russell T. Shinohara, Jeffrey S. Morris
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引用次数: 0

Abstract

We propose a new method for the simultaneous selection and estimation of multivariate sparse additive models with correlated errors. Our method called Covariance Assisted Multivariate Penalized Add...
协方差辅助多元惩罚加性回归(CoMPAdRe)
我们提出了一种同时选择和估计具有相关误差的多元稀疏加法模型的新方法。我们的方法称为协方差辅助多元惩罚加法模型。
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来源期刊
CiteScore
3.50
自引率
8.30%
发文量
153
审稿时长
>12 weeks
期刊介绍: The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.
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