Estimating a sparse reduction for general regression in high dimensions

DOI10.1007/s11222-016-9714-6zbMath1384.62141MaRDI QIDQ1702278

Li Xing Zhu, Hongyu Zhao, Mengjie Chen, Tao Wang

Publication date: 28 February 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9714-6

zbMATH Keywords

sparsity; inverse modeling; model-free dimension reduction

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62P10: Applications of statistics to biology and medical sciences; meta analysis

Uses Software

• RSIR