Sparse Sliced Inverse Regression via Cholesky Matrix Penalization (Q5040485)
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scientific article; zbMATH DE number 7602348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse Sliced Inverse Regression via Cholesky Matrix Penalization |
scientific article; zbMATH DE number 7602348 |
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Sparse Sliced Inverse Regression via Cholesky Matrix Penalization (English)
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14 October 2022
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Cholesky decomposition
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information criterion
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Lasso
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sparsity
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sufficient dimension reduction
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