Sparse sufficient dimension reduction with heteroscedasticity (Q5063222)
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scientific article; zbMATH DE number 7492595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse sufficient dimension reduction with heteroscedasticity |
scientific article; zbMATH DE number 7492595 |
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Sparse sufficient dimension reduction with heteroscedasticity (English)
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17 March 2022
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sparse sufficient dimension reduction
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heteroscedasticity
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Lasso
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principal quantile regression
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principal projection
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large \(p\) small \(n\)
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