Model-free envelope dimension selection (Q1657950)
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scientific article
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| English | Model-free envelope dimension selection |
scientific article |
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Model-free envelope dimension selection (English)
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14 August 2018
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The study puts forward two methods for estimating the dimension of the envelope that should lead any corresponding homonymous model be efficient in dimensionality reduction and parameter approximation. The theoretical demonstration is accompanied by experimentation on a real-world data set.
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dimension reduction
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envelope methods
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envelope dimension
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information criterion
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model selection
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0.8048319220542908
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0.7813026309013367
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0.7748144268989563
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0.7706199884414673
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