Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...

We propose a multivariate sparse group lasso variable selection and estimation method for data with highdimensional predictors as well as high-dimensional response variables. The method is carried out ...

This is a preview. Log in through your library . Abstract Multiple linear regression is widely used in empirically-based policy analysis. The central argument of the present paper is that much of this ...