Variable selection through adaptive MAVE

DOI10.1016/J.SPL.2017.04.012MaRDI QIDQ2407490zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

variable selectionsufficient dimension reductionshrinkage estimationadaptive minimum average variance estimation (MAVE)

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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

Cites work

• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• 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
• A note on shrinkage sliced inverse regression
• An Adaptive Estimation of Dimension Reduction Space
• An adaptive estimation of MAVE
• Dimension reduction based on constrained canonical correlation and variable filtering
• Model-Free Variable Selection
• Penalized minimum average variance estimation
• Robust estimation and variable selection in sufficient dimension reduction
• Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
• Sliced Inverse Regression for Dimension Reduction
• Sliced Regression for Dimension Reduction
• Sparse sufficient dimension reduction
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

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

Describes a project that uses

Uses Software

• glmnet

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