On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
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Publication:510686
DOI10.1214/15-AOS1424zbMath1359.62218OpenAlexW2551812373MaRDI QIDQ510686
Yuexiao Dong, Zhou Yu, Jun Shao
Publication date: 13 February 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/15-aos1424
sufficient dimension reductionsure independence screeningsliced inverse regressionmarginal coordinate test
Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear inference, regression (62J99)
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