Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
type: Item
instance of: scholarly article
title: Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
zbMATH Open document ID: 1157.62037
published in: Journal of Multivariate Analysis
publication date: 2009-03-25T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62P12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5532880
zbMATH Keywords: dimension reduction
zbMATH Keywords: diverging parameters
zbMATH Keywords: inverse regression
zbMATH Keywords: SCAD
zbMATH Keywords: sparsity
author: Li-Ping Zhu
author: Li-Xing Zhu
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.09.003
OpenAlex ID: W2058973685
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DOI: 10.1016/J.JMVA.2008.09.003
description: scientific article; zbMATH DE number 5532880