Sparse Sliced Inverse Regression Via Lasso

DOI10.48550/arXiv.1611.06655zbMath1428.62320arXiv1611.06655OpenAlexW2808057888WikidataQ99578497 ScholiaQ99578497MaRDI QIDQ152378

Jun S. Liu, Zhigen Zhao, Qian Lin, Zhigen Zhao, Jun S. Liu, Qian Lin

Publication date: 21 November 2016

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.06655

zbMATH Keywords

minimaxdimension reductionhigh dimensional statisticstheory of large deviation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

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Uses Software

• glasso
• glmnet

Cites Work

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