Sparse sufficient dimension reduction with heteroscedasticity (Q5063222)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7492595
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sparse sufficient dimension reduction with heteroscedasticity |
scientific article; zbMATH DE number 7492595 |
Statements
Sparse sufficient dimension reduction with heteroscedasticity (English)
0 references
17 March 2022
0 references
sparse sufficient dimension reduction
0 references
heteroscedasticity
0 references
Lasso
0 references
principal quantile regression
0 references
principal projection
0 references
large \(p\) small \(n\)
0 references
0 references
0 references
0.8598085045814514
0 references
0.7988332509994507
0 references
0.780290424823761
0 references
0.7620571851730347
0 references
0.7616260051727295
0 references