Advanced topics in sliced inverse regression
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Publication:2062795
DOI10.1016/j.jmva.2021.104852zbMath1493.62306OpenAlexW3203240836MaRDI QIDQ2062795
Stéphane Girard, Jérôme Saracco, Hadrien Lorenzo
Publication date: 3 January 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104852
regularizationcurse of dimensionalityvariable selectionsufficient dimension reductionsemi-parametric regression modelmultivariate response
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear inference, regression (62J99)
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Uses Software
Cites Work
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