Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667)
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scientific article; zbMATH DE number 5532880
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| English | Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors |
scientific article; zbMATH DE number 5532880 |
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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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0.8494765162467957
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0.8271039128303528
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0.826852023601532
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0.8220293521881104
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0.8139023780822754
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