High-dimensional sufficient dimension reduction through principal projections

DOI10.1214/22-EJS1988zbMath1493.62320OpenAlexW4226485703MaRDI QIDQ2136660

Andreas Artemiou, Eugen Pircalabelu

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/High-dimensional-sufficient-dimension-reduction-through-principal-projections/10.1214/22-EJS1988.full

zbMATH Keywords

quadratic programmingsupport vector machinessufficient dimension reduction\(\ell_1\) penalized estimationdebiased estimator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Uses Software

• spcov

Cites Work

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