9 citations · 9 across the 1 of their papers we have counts for
2 papers
stat.ME2018★ 9 cited
Sliced Average Variance Estimation for Multivariate Time Series
Markus Matilainen, Christophe Croux, Klaus Nordhausen +1
Supervised dimension reduction for time series is challenging as there may be temporal dependence between the response and the predictors . Recently a time serie…
stat.CO2015
An algorithm for the multivariate group lasso with covariance estimation
Ines Wilms, Christophe Croux
We study a group lasso estimator for the multivariate linear regression model that accounts for correlated error terms. A block coordinate descent algorithm is used to compute this…