Independent screening in high-dimensional exponential family predictors’ space

DOI10.1080/02664763.2014.949640OpenAlexW2141250048MaRDI QIDQ5130151

Kofi P. Adragni

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.949640

zbMATH Keywords

high dimensionalitysufficient dimension reductionvariable screeninginverse regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Group-wise sufficient dimension reduction with principal fitted components ⋮ Sufficient dimension reduction constrained through sub-populations

Cites Work

• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Sure independence screening in generalized linear models with NP-dimensionality
• Fisher lecture: Dimension reduction in regression
• Principal fitted components for dimension reduction in regression
• Forward Regression for Ultra-High Dimensional Variable Screening
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• Sufficient dimension reduction and prediction in regression
• Mathematical Statistics
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• 10.1162/153244303322753616
• Prediction by Supervised Principal Components