Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667)
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English | Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors |
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Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (English)
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25 March 2009
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dimension reduction
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diverging parameters
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inverse regression
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SCAD
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sparsity
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