Asymptotic properties of sufficient dimension reduction with a diverging number of predictors

DOI10.5705/ss.2011.031azbMath1214.62064WikidataQ39525620 ScholiaQ39525620MaRDI QIDQ2999746

Yichao Wu, Lexin Li

Publication date: 16 May 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3228487

zbMATH Keywords

SCAD; sliced inverse regression; diverging parameters; central subspace

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

90C90: Applications of mathematical programming