Robust MAVE through nonconvex penalized regression

DOI10.1016/J.CSDA.2021.107247MaRDI QIDQ2242015zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 9 November 2021

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

Full work available at URL https://doi.org/10.1016/j.csda.2021.107247

zbMATH Keywords

robust estimationcentral subspacesufficient dimension reductionpenalized regressioncentral mean subspace

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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