Sparse Sliced Inverse Regression Via Lasso

DOI10.48550/arXiv.1611.06655zbMath1428.62320arXiv1611.06655WikidataQ99578497 ScholiaQ99578497MaRDI QIDQ152378

Zhigen Zhao, Qian Lin, Jun S. Liu, Jun S. Liu, Zhigen Zhao, Qian Lin

Publication date: 21 November 2016

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.06655

zbMATH Keywords

minimax; dimension reduction; high dimensional statistics; theory of large deviation

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62J02: General nonlinear regression

Related Items

LassoSIR

Uses Software

• glasso
• glmnet