Fourier transform sparse inverse regression estimators for sufficient variable selection

DOI10.1016/j.csda.2021.107380OpenAlexW3209997374MaRDI QIDQ2076139

Jiaying Weng

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107380

zbMATH Keywords

Fourier transformalternating direction method of multiplierssufficient dimension reductionultrahigh dimensioninverse regression approachquadratic discrepancy function

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

ADMMFTIRE, itdr

Uses Software

• hierNet

Cites Work

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