MILFM: Multiple index latent factor model based on high-dimensional features

DOI10.1111/biom.12866zbMath1414.62482OpenAlexW2803097418WikidataQ52318848 ScholiaQ52318848MaRDI QIDQ3119922

Joseph G. Ibrahim, Hojin Yang, Hong-Tu Zhu

Publication date: 13 March 2019

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6158073

zbMATH Keywords

predictiondimension reductionlatent factor modelregularized empirical riskindependent screeningmultiple-index latent factor modeling (MILFM)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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