Sparse SIR: optimal rates and adaptive estimation

DOI10.1214/18-AOS1791MaRDI QIDQ2176608zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 May 2020

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aos/1581930126

zbMATH Keywords

sparsitysufficient dimension reductionsliced inverse regression (SIR)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Estimation in multivariate analysis (62H12)

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Cited in

(22)

• Slicing-free inverse regression in high-dimensional sufficient dimension reduction
• Comment on ‘Review of sparse sufficient dimension reduction’
• Review of sparse sufficient dimension reduction: comment
• Advanced topics in sliced inverse regression
• A convex formulation for high-dimensional sparse sliced inverse regression
• Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
• Sparse PCA: optimal rates and adaptive estimation
• A selective overview of sparse sufficient dimension reduction
• Model averaging assisted sufficient dimension reduction
• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion
• Sparse sliced inverse regression via Lasso
• Data-guided Treatment Recommendation with Feature Scores
• Simultaneous estimations of optimal directions and optimal transformations for functional data
• Sparse SIR: optimal rates and adaptive estimation
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• Central subspaces review: methods and applications
• On the consistency of coordinate-independent sparse estimation with BIC
• Inverse regression for longitudinal data
• An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions

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