Pages that link to "Item:Q829724"
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The following pages link to MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection (Q829724):
Displaying 6 items.
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- Variable selection using MM algorithms (Q2583414) (← links)
- MM Algorithms for Variance Components Models (Q3391241) (← links)
- High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion (Q6547751) (← links)
- Variable selection for single-index models based on martingale difference divergence (Q6548538) (← links)
- Estimation and variable selection for single-index models with non ignorable missing data (Q6573049) (← links)
