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

DOI10.1016/J.JSPI.2015.07.001MaRDI QIDQ900762zbMATH OpenOpenAlexFDO

Authors Xiaobo Ding, Peng-Jie Dai, Qihua Wang

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 selectioncentral subspacesufficient dimension reductionadaptive Lassolinear surrogate variable

Mathematics Subject Classification ID

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

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• Comment
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Cited in

(3)

• A model-free variable selection method for reducing the number of redundant variables
• Trace pursuit variable selection for multi-population data
• An improved and explicit surrogate variable analysis procedure by coefficient adjustment

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