Sparse Sliced Inverse Regression Via Lasso (Q152378)
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scientific article; zbMATH DE number 7151257
- Sparse Sliced Inverse Regression via Lasso
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English | Sparse Sliced Inverse Regression Via Lasso |
scientific article; zbMATH DE number 7151257 |
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21 November 2016
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15 January 2020
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math.ST
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stat.ME
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stat.TH
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Sparse Sliced Inverse Regression via Lasso (English)
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dimension reduction
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high dimensional statistics
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minimax
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theory of large deviation
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