Variable selection through adaptive MAVE
DOI10.1016/J.SPL.2017.04.012zbMATH Open1457.62079OpenAlexW2607743672MaRDI QIDQ2407490FDOQ2407490
Authors: Hossein Moradi Rekabdarkolaee, Qin Wang 
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.04.012
Recommendations
- An adaptive estimation of MAVE
- Robust variable selection through MAVE
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- Robust estimation and variable selection in sufficient dimension reduction
variable selectionsufficient dimension reductionshrinkage estimationadaptive minimum average variance estimation (MAVE)
Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
Cites Work
- Sliced Regression for Dimension Reduction
- Title not available (Why is that?)
- Sliced Inverse Regression for Dimension Reduction
- A note on shrinkage sliced inverse regression
- An Adaptive Estimation of Dimension Reduction Space
- Title not available (Why is that?)
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Model-Free Variable Selection
- Sparse sufficient dimension reduction
- An adaptive estimation of MAVE
- Robust estimation and variable selection in sufficient dimension reduction
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
- Dimension reduction based on constrained canonical correlation and variable filtering
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- A nonparametric regression estimator that adapts to error distribution of unknown form
- Penalized minimum average variance estimation
Cited In (7)
- An adaptive estimation of MAVE
- Robust estimation and variable selection in sufficient dimension reduction
- Robust variable selection through MAVE
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- High-dimensional local polynomial regression with variable selection and dimension reduction
- Penalized minimum average variance estimation
Uses Software
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