Model averaging assisted sufficient dimension reduction

DOI10.1016/J.CSDA.2020.106993OpenAlexW3027340371MaRDI QIDQ830525

Fang Fang, Zhou Yu

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.106993

zbMATH Keywords

sufficient dimension reductionsliced inverse regressionprincipal Hessian directionsjackknife model averagingMallows model averagingladle estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Comment on ‘Review of sparse sufficient dimension reduction’ ⋮ Bayesian model averaging sliced inverse regression ⋮ Model averaging-based sufficient dimension reduction

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