Trace pursuit variable selection for multi-population data (Q4643629): Difference between revisions

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+Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
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+Better Subset Regression Using the Nonnegative Garrote
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Extended Bayesian information criteria for model selection with large model spaces
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+Coordinate-independent sparse sufficient dimension reduction and variable selection
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+Sufficient dimension reduction in regressions with categorical predictors
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+Q4217298
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+Testing predictor contributions in sufficient dimension reduction.
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+Likelihood-Based Sufficient Dimension Reduction
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+Comment
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
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+Von Mises calculus for statistical functionals
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+Variable selection for general index models via sliced inverse regression
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+Sliced Inverse Regression for Dimension Reduction
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+Sparse sufficient dimension reduction
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+On Directional Regression for Dimension Reduction
@@ Property / cites work: On Directional Regression for Dimension Reduction / rank @@
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+Sliced Inverse Regression with Regularizations
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+On dimension folding of matrix- or array-valued statistical objects
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+A Semiparametric Approach to Dimension Reduction
@@ Property / cites work: A Semiparametric Approach to Dimension Reduction / rank @@
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+Efficient estimation in sufficient dimension reduction
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+A note on shrinkage sliced inverse regression
@@ Property / cites work: A note on shrinkage sliced inverse regression / rank @@
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+Partial central subspace and sliced average variance estimation
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+Q4864293
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+A distribution-based Lasso for a general single-index model
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+Optimal sufficient dimension reduction in regressions with categorical predictors
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+New approaches to model-free dimension reduction for bivariate regression
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+An Adaptive Estimation of Dimension Reduction Space
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+Sequential Sufficient Dimension Reduction for Large p, Small n Problems
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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+Correlation Pursuit: Forward Stepwise Variable Selection for Index Models
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+Sufficient dimension reduction through discretization-expectation estimation
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+The Adaptive Lasso and Its Oracle Properties
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