Model-Free Variable Selection With Matrix-Valued Predictors
From MaRDI portal
Publication:5066428
DOI10.1080/10618600.2020.1806854OpenAlexW3049533922MaRDI QIDQ5066428
Publication date: 29 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10618600.2020.1806854
permutation testmatrix normal distributionmatrix-valued predictorsmaximum ratio criterionmodel-free variable selection
Related Items (3)
A selective overview of sparse sufficient dimension reduction ⋮ Statistical inference on the significance of rows and columns for matrix-valued data in an additive model ⋮ A note on marginal coordinate test in sufficient dimension reduction
Cites Work
- Unnamed Item
- On permutation tests for predictor contribution in sufficient dimension reduction
- Model selection and estimation in the matrix normal graphical model
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Tensor sliced inverse regression
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- Regression analysis under link violation
- Testing predictor contributions in sufficient dimension reduction.
- On dimension folding of matrix- or array-valued statistical objects
- Transformed sufficient dimension reduction
- A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
- On Directional Regression for Dimension Reduction
- Sliced Inverse Regression for Dimension Reduction
- Feature Screening via Distance Correlation Learning
- Ranking-Based Variable Selection for high-dimensional data
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Tensor Regression with Applications in Neuroimaging Data Analysis
- Dimension folding PCA and PFC for matrix-valued predictors
- Structured lasso for regression with matrix covariates
- Sliced Inverse Regression with Regularizations
- Comment
This page was built for publication: Model-Free Variable Selection With Matrix-Valued Predictors
