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

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

Yuexiao Dong, Ahmad Alothman, 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)

Cites Work

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• Comment
• Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
• On Directional Regression for Dimension Reduction
• 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

Cited In (1)

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

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