Robust estimation and variable selection in sufficient dimension reduction

DOI10.1016/j.csda.2016.11.007zbMath1466.62182OpenAlexW2552739711MaRDI QIDQ1658471

Qin Wang, Hossein Moradi Rekabdarkolaee, Edward L. Boone

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.11.007

zbMATH Keywords

shrinkage estimationvariable selectionrobust estimationsufficient dimension reduction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (5)

2nd special issue on robust analysis of complex data ⋮ Variable selection through adaptive MAVE ⋮ Dimension reduction in nonparametric models of production ⋮ High-dimensional sign-constrained feature selection and grouping ⋮ Robust sufficient dimension reduction via ball covariance

Uses Software

• glmnet

Cites Work

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• An Adaptive Estimation of Dimension Reduction Space
• Comment

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