Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667)

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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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