Dimensionality determination: a thresholding double ridge ratio approach

DOI10.1016/J.CSDA.2020.106910MaRDI QIDQ2178157zbMATH OpenOpenAlexFDO

Authors Xuehu Zhu, Xu Guo, Tao Wang, Li-Xing Zhu

Publication date 7 May 2020

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

Full work available at URL https://doi.org/10.1016/j.csda.2020.106910

zbMATH Keywords

factor modelssufficient dimension reductionthresholdingdouble ridge ratio criterionlocal regression models

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• scientific article; zbMATH DE number 5586093 (Why is no real title available?)
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Cited in

(11)

• Theoretical Analysis and Comparison of Several Criteria on Linear Model Dimension Reduction
• Metric Learning via Cross-Validation
• Determining the number of canonical correlation pairs for high-dimensional vectors
• Adaptive-to-Model Hybrid of Tests for Regressions
• Order determination for spiked-type models with a divergent number of spikes
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• Sufficient dimension reduction for clustered data via finite mixture modelling
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
• The theoretical detect index of dimensionality and its application to approximate simple structure
• A method to decide the dimension of data by the MDL criterion
• Bandwidth selection for large covariance and precision matrices

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