Sparse Sliced Inverse Regression via Cholesky Matrix Penalization

DOI10.5705/ss.202020.0406OpenAlexW3154356896WikidataQ114013812 ScholiaQ114013812MaRDI QIDQ5040485

Samuel Müller, Linh H. Nghiem, Francis K. C. Hui, A. H. Welsh

Publication date: 14 October 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.09838

zbMATH Keywords

information criterionsparsityCholesky decompositionsufficient dimension reductionLasso

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Central subspaces review: methods and applications, Likelihood-based surrogate dimension reduction

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