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

From MaRDI portal
Publication:2999746

DOI10.5705/ss.2011.031azbMath1214.62064OpenAlexW2035235892WikidataQ39525620 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



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (23)

A selective overview of sparse sufficient dimension reductionPenalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errorsDimension reduction based on conditional multiple index density functionModel averaging assisted sufficient dimension reductionQuantile-slicing estimation for dimension reduction in regressionPenalized principal logistic regression for sparse sufficient dimension reductionProbability-enhanced sufficient dimension reduction for binary classificationEstimation and variable selection for a class of quantile regression models with multiple indexOn the single-index model estimate of the conditional density function: consistency and implementationDimensionality determination: a thresholding double ridge ratio approachRobust direction identification and variable selection in high dimensional general single-index modelsSpecification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approachEstimating a sparse reduction for general regression in high dimensionsNon-convex penalized estimation in high-dimensional models with single-index structureA dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariatesDealing with big data: comparing dimension reduction and shrinkage regression methodsNew efficient estimation and variable selection in models with single-index structurePenalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables modelsMultiple-population shrinkage estimation via sliced inverse regressionEstimating sufficient reductions of the predictors in abundant high-dimensional regressionsDimension reduction for block-missing data based on sparse sliced inverse regressionSparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh DimensionHigh dimensional single index models




This page was built for publication: Asymptotic properties of sufficient dimension reduction with a diverging number of predictors