Dimension reduction based linear surrogate variable approach for model free variable selection

DOI10.1016/J.JSPI.2015.07.001zbMath1333.62114OpenAlexW2268711904MaRDI QIDQ900762

Xiaobo Ding, Qi Hua Wang, Peng-Jie Dai

Publication date: 22 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.07.001

zbMATH Keywords

variable selectionsufficient dimension reductionadaptive Lassocentral subspacelinear surrogate variable

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear inference, regression (62J99)

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