Penalized principal logistic regression for sparse sufficient dimension reduction

DOI10.1016/j.csda.2016.12.003zbMath1464.62159MaRDI QIDQ1654232

Andreas Artemiou, Seung Jun Shin

Publication date: 7 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://orca.cf.ac.uk/96679/1/manuscript_R1_AA.pdf

zbMATH Keywords

sufficient dimension reduction; Max-SCAD penalty; principal logistic regression; sparse sufficient dimension reduction

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62J12: Generalized linear models (logistic models)