A sequential test for variable selection in high dimensional complex data
DOI10.1016/j.csda.2014.07.016OpenAlexW2044541520MaRDI QIDQ1623732
Kofi P. Adragni, Moumita Karmakar
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.07.016
dimension reductiondata analysishigh dimensionalityprincipal componentsvariable selectionvariable screeninginverse regression
Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fisher lecture: Dimension reduction in regression
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Principal fitted components for dimension reduction in regression
- Testing predictor contributions in sufficient dimension reduction.
- Sparse sufficient dimension reduction using optimal scoring
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Better Subset Regression Using the Nonnegative Garrote
- Sufficient dimension reduction and prediction in regression
- On Directional Regression for Dimension Reduction
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- De-noising by soft-thresholding
- Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices
- Regularization and Variable Selection Via the Elastic Net
- Sparse sufficient dimension reduction
- Sliced Inverse Regression with Regularizations
This page was built for publication: A sequential test for variable selection in high dimensional complex data