Minimum average variance estimation with group Lasso for the multivariate response central mean subspace

DOI10.1016/j.jmva.2021.104753zbMath1472.62117OpenAlexW3137003019MaRDI QIDQ2034465

Hong-Fan Zhang

Publication date: 22 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104753

zbMATH Keywords

dimension reductionvariable selectionadaptive group Lassominimum average variance estimationcentral mean subspace

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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A selective review of sufficient dimension reduction for multivariate response regression

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