Group sparse sufficient dimension reduction: a model-free group variable selection method
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Cites work
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 1850469 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A link-free sparse group variable selection method for single-index model
- A note on adaptive group Lasso
- A note on shrinkage sliced inverse regression
- A selective overview of sparse sufficient dimension reduction
- Asymptotic properties of sufficient dimension reduction with a diverging number of predictors
- Coordinate descent algorithms for lasso penalized regression
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Dimension Reduction for the Conditionalkth Moment in Regression
- Dimension reduction for functional regression with a binary response
- Group variable selection via a hierarchical lasso and its oracle property
- Groupwise dimension reduction
- Hierarchically penalized Cox regression with grouped variables
- Model Selection and Estimation in Regression with Grouped Variables
- Nonconcave penalized likelihood with a diverging number of parameters.
- On Sliced Inverse Regression With High-Dimensional Covariates
- On almost linearity of low dimensional projections from high dimensional data
- On consistency and sparsity for sliced inverse regression in high dimensions
- On the adaptive elastic net with a diverging number of parameters
- Online sufficient dimension reduction through sliced inverse regression
- Regularization and Variable Selection Via the Elastic Net
- Simultaneous Equations and Canonical Correlation Theory
- Sliced Inverse Regression for Dimension Reduction
- Sliced Inverse Regression with Regularizations
- Sparse sliced inverse regression via Lasso
- Sparse sufficient dimension reduction
- The Adaptive Lasso and Its Oracle Properties
- The Group Lasso for Logistic Regression
- Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
- Transformed sufficient dimension reduction
- Tuning parameter selection in high dimensional penalized likelihood
- Using intraslice covariances for improved estimation of the central subspace in regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
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