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

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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)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Testing predictor contributions in sufficient dimension reduction.
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Sliced Inverse Regression for Dimension Reduction
• Comment
• Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
• On Directional Regression for Dimension Reduction
• Title not available (Why is that?)
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Model-Free Variable Selection
• Variable selection in nonparametric additive models
• Variable selection for general index models via sliced inverse regression
• Sparse sufficient dimension reduction
• Marginal tests with sliced average variance estimation
• Model-free coordinate test and variable selection via directional regression
• The dual central subspaces in dimension reduction
• Title not available (Why is that?)

Cited In (1)

• A selective review of sufficient dimension reduction for multivariate response regression

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