Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension

DOI10.1080/01621459.2018.1497498zbMath1428.62237OpenAlexW2884101506MaRDI QIDQ5242475

Wei Qian, R. Dennis Cook, Shanshan Ding

Publication date: 12 November 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2018.1497498

zbMATH Keywords

sparsitysliced average variance estimationinverse regressionsliced inverse regressioncentral subspaceprincipal fitted component

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

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