Open AccessA fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
Author(s) -
Ryoya Oda,
Hirokazu Yanagihara
Publication year - 2020
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/20-ejs1701
Subject(s) - mathematics , multivariate statistics , statistics , feature selection , consistency (knowledge bases) , linear regression , sample size determination , variable (mathematics) , regression analysis , linear predictor function , selection (genetic algorithm) , bayesian multivariate linear regression , proper linear model , computer science , artificial intelligence , discrete mathematics , mathematical analysis