Robust MAVE through nonconvex penalized regression

DOI10.1016/J.CSDA.2021.107247OpenAlexW3151946151MaRDI QIDQ2242015FDOQ2242015

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

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zbMATH Keywords

robust estimationcentral subspacesufficient dimension reductionpenalized regressioncentral mean subspace

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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