Dimension reduction based on constrained canonical correlation and variable filtering

DOI10.1214/07-AOS529zbMath1142.62045arXiv0808.0977OpenAlexW2134354950MaRDI QIDQ939658

Jianhui Zhou, Xuming He

Publication date: 28 August 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.0977

zbMATH Keywords

tablesdimension reduction\(L_1\)-norm constraint

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of association (correlation, canonical correlation, etc.) (62H20)

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