Pages that link to "Item:Q1702278"
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The following pages link to Estimating a sparse reduction for general regression in high dimensions (Q1702278):
Displaying 21 items.
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- A sparse grid based method for generative dimensionality reduction of high-dimensional data (Q729476) (← links)
- Model averaging assisted sufficient dimension reduction (Q830525) (← links)
- Dimension reduction for block-missing data based on sparse sliced inverse regression (Q2072382) (← links)
- Fourier transform sparse inverse regression estimators for sufficient variable selection (Q2076139) (← links)
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
- High-dimensional regression analysis with treatment comparisons (Q2255930) (← links)
- Weaker regularity conditions and sparse recovery in high-dimensional regression (Q2336858) (← links)
- Sparse sufficient dimension reduction using optimal scoring (Q2359474) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- A convex formulation for high-dimensional sparse sliced inverse regression (Q4562727) (← links)
- (Q5004040) (← links)
- Dimensionality Reduction, Regularization, and Generalization in Overparameterized Regressions (Q5065466) (← links)
- On aggregate dimension reduction (Q5109931) (← links)
- Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension (Q5242475) (← links)
- Sequential Sufficient Dimension Reduction for Large p, Small n Problems (Q5378140) (← links)
- Dimension reduction and predictor selection in semiparametric models (Q5411062) (← links)
- High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion (Q6547751) (← links)
- Bayesian variable selection for matrix autoregressive models (Q6547759) (← links)
