Penalized minimum average variance estimation (Q4921666): Difference between revisions

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scientific article; zbMATH DE number 6162345
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English
Penalized minimum average variance estimation
scientific article; zbMATH DE number 6162345

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    Penalized minimum average variance estimation (English)
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    13 May 2013
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    dimension reduction
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    minimum average variance estimation
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    oracle property
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    single-index model
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    sufficient dimension reduction
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    variable selection
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