Chakraborty, Sounak; Ghosh, Malay; Mallick, Bani K. - In: Journal of Multivariate Analysis 108 (2012) C, pp. 28-40
Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. This is known as large p small n problem. Furthermore, the problem is more complicated when we have multiple correlated responses. We develop multivariate...