Sparse Multivariate Factor Regression

TitleSparse Multivariate Factor Regression
Publication TypeReport
Year of Publication2015
AuthorsKharratzadeh, M., and M. J. Coates
Date PublishedJuly
InstitutionMcGill University
CityMontreal
URLhttp://arxiv.org/abs/1502.07334
AttachmentSize
SMFR.pdf428.07 KB