Variable importance assessment in sliced inverse regression for variable selection

DOI10.1080/03610918.2017.1375522OpenAlexW2604169025MaRDI QIDQ5086142

Jérôme Saracco, Ines Jlassi

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1375522

zbMATH Keywords

dimension reductionvariable selectionsemiparametric regression modelsliced inverse regressionvariable importance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Related Items

Advanced topics in sliced inverse regression ⋮ Computational Outlier Detection Methods in Sliced Inverse Regression

Uses Software

• R
• changepoint
• edrGraphicalTools
• RSIR
• VSURF
• variables

Cites Work

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