Dimension reduction and coefficient estimation in multivariate linear regression

Keyphrases

• Dimensionality Reduction 100%
• Multivariate Linear Regression 100%
• Coefficient Estimates 100%
• Penalized Least Squares 50%
• Multivariate Linear Model 50%
• Sparsity 25%
• Least Squares Estimate 25%
• Nonparametric 25%
• Competitive Performance 25%
• Coefficient Matrix 25%
• Factor Model 25%
• Tuning Parameter 25%
• Generalized Cross-validation 25%
• Singular Values 25%
• Shrinkage Coefficient 25%
• Ky Fan Norm 25%
• Parametric Factors 25%
• Financial Econometrics 25%

Mathematics

• Multivariate Linear Model 100%
• Linear Regression Analysis 100%
• Coefficient Matrix 50%
• Least-Squares Estimate 50%
• Least Square 50%
• Parametric 50%
• Singular Value 50%
• Cross-Validation 50%
• Generalized Cross 50%