Estimating sufficient reductions of the predictors in abundant high-dimensional regressions

DOI10.1214/11-aos962zbMath1246.62150arXiv1205.6556OpenAlexW3103296927MaRDI QIDQ116954

R. Dennis Cook, Adam J. Rothman, Liliana Forzani, R. Dennis Cook, Liliana Forzani

Publication date: 1 February 2012

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

Full work available at URL: https://arxiv.org/abs/1205.6556

zbMATH Keywords

sparsityoracle propertysufficient dimension reductioncentral subspaceprincipal fitted componentsSPICE

Mathematics Subject Classification ID

Related Items (14)

Dimension reduction in binary response regression: a joint modeling approach ⋮ On the optimality of sliced inverse regression in high dimensions ⋮ Central subspaces review: methods and applications ⋮ Prediction in abundant high-dimensional linear regression ⋮ Unnamed Item ⋮ Double-slicing assisted sufficient dimension reduction for high-dimensional censored data ⋮ Dealing with big data: comparing dimension reduction and shrinkage regression methods ⋮ The effect of data contamination in sliced inverse regression and finite sample breakdown point ⋮ On consistency and sparsity for sliced inverse regression in high dimensions ⋮ Estimating sufficient reductions of the predictors in abundant high-dimensional regressions ⋮ abundant ⋮ Sparse Sliced Inverse Regression Via Lasso ⋮ Fused Estimators of the Central Subspace in Sufficient Dimension Reduction ⋮ Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension

Uses Software

• glasso
• scout

Cites Work

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