On dual model-free variable selection with two groups of variables

DOI10.1016/J.JMVA.2018.06.003zbMATH Open1490.62133OpenAlexW2808928257WikidataQ129626421 ScholiaQ129626421MaRDI QIDQ1661367FDOQ1661367

Authors Ahmad Alothman, Yuexiao Dong, Andreas Artemiou

Publication date 16 August 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://orca.cf.ac.uk/112212/1/Alothman_Dong_Artemiou_2018.pdf

zbMATH Keywords

sliced inverse regressioncanonical correlation analysistrace testdual marginal coordinate hypotheses

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 5952281 (Why is no real title available?)
• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Comment
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Feature selection for varying coefficient models with ultrahigh-dimensional covariates
• Marginal tests with sliced average variance estimation
• Model-Free Variable Selection
• Model-free coordinate test and variable selection via directional regression
• On Directional Regression for Dimension Reduction
• Sliced Inverse Regression for Dimension Reduction
• Sparse sufficient dimension reduction
• Testing predictor contributions in sufficient dimension reduction.
• The Adaptive Lasso and Its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The dual central subspaces in dimension reduction
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for general index models via sliced inverse regression
• Variable selection in nonparametric additive models

Cited in

(2)

• Model-free coordinate test and variable selection via directional regression
• A selective review of sufficient dimension reduction for multivariate response regression

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