Sparse Sliced Inverse Regression via Cholesky Matrix Penalization (Q5040485)

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scientific article; zbMATH DE number 7602348
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    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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