Estimating sufficient reductions of the predictors in abundant high-dimensional regressions

DOI10.1214/11-aos962zbMath1246.62150arXiv1205.6556OpenAlexW3103296927MaRDI QIDQ116954

R. Dennis Cook, Adam J. Rothman, Liliana Forzani, R. Dennis Cook, Liliana Forzani, Adam J. Rothman

Publication date: 1 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.6556

zbMATH Keywords

sparsityoracle propertysufficient dimension reductioncentral subspaceprincipal fitted componentsSPICE

Mathematics Subject Classification ID

Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25) Linear inference, regression (62J99)

Related Items

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Uses Software

• glasso
• scout

Cites Work

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