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

DOI10.1016/J.JMVA.2021.104753MaRDI QIDQ2034465zbMATH OpenOpenAlexFDO

Authors 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

variable selectiondimension reductionminimum average variance estimationadaptive group Lassocentral mean subspace

Mathematics Subject Classification ID

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

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• Comment
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Cited in

(4)

• An adaptive estimation of MAVE
• A selective review of sufficient dimension reduction for multivariate response regression
• Estimation and inference on central mean subspace for multivariate response data
• Variable selection through adaptive MAVE

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