Sparse SIR: optimal rates and adaptive estimation

DOI10.1214/18-AOS1791zbMATH Open1451.62060OpenAlexW3141624048MaRDI QIDQ2176608FDOQ2176608

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

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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)

Cites Work

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Cited In (22)

• Model averaging assisted sufficient dimension reduction
• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
• A selective overview of sparse sufficient dimension reduction
• Sparse sliced inverse regression via Lasso
• Discussion on ‘Review of sparse sufficient dimension reduction’
• Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
• Comment on ‘Review of sparse sufficient dimension reduction’
• Review of sparse sufficient dimension reduction: comment
• Sparse PCA: optimal rates and adaptive estimation
• Sparse SIR: optimal rates and adaptive estimation
• On the consistency of coordinate-independent sparse estimation with BIC
• An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
• Simultaneous estimations of optimal directions and optimal transformations for functional data
• Inverse regression for longitudinal data
• Data-guided Treatment Recommendation with Feature Scores
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• Fourier transform sparse inverse regression estimators for sufficient variable selection
• High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion

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