Shrinkage Inverse Regression Estimation for Model-Free Variable Selection

DOI10.1111/j.1467-9868.2008.00686.xOpenAlexW2149845358MaRDI QIDQ3551042

Lexin Li, Howard D. Bondell

Publication date: 8 April 2010

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00686.x

zbMATH Keywords

variable selectionsufficient dimension reductionsliced inverse regressionnon-negative garrotteinverse regression estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (29)

A selective overview of sparse sufficient dimension reduction ⋮ Sparse sufficient dimension reduction using optimal scoring ⋮ Efficient kernel-based variable selection with sparsistency ⋮ Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction ⋮ Multiple Loci Mapping via Model-free Variable Selection ⋮ Sparse Sufficient Dimension Reduction for Markov Blanket Discovery ⋮ Penalized principal logistic regression for sparse sufficient dimension reduction ⋮ Variable selection through adaptive MAVE ⋮ Sparse SIR: optimal rates and adaptive estimation ⋮ Simultaneous estimation for semi-parametric multi-index models ⋮ On post dimension reduction statistical inference ⋮ Dimension reduction based linear surrogate variable approach for model free variable selection ⋮ Sparse dimension reduction based on energy and ball statistics ⋮ Estimating a sparse reduction for general regression in high dimensions ⋮ Non-convex penalized estimation in high-dimensional models with single-index structure ⋮ A link-free sparse group variable selection method for single-index model ⋮ Ranking the importance of variables in nonlinear system identification ⋮ Forward selection and estimation in high dimensional single index models ⋮ Cherry-picking for complex data: robust structure discovery ⋮ Trace pursuit variable selection for multi-population data ⋮ Sufficient Dimension Reduction for Censored Regressions ⋮ Multiple-population shrinkage estimation via sliced inverse regression ⋮ Longitudinal data analysis using sufficient dimension reduction method ⋮ A distribution-based Lasso for a general single-index model ⋮ Estimating sufficient reductions of the predictors in abundant high-dimensional regressions ⋮ A Shrinkage Estimation of Central Subspace in Sufficient Dimension Reduction ⋮ Robust variable selection through MAVE ⋮ Variable selection and estimation for semi-parametric multiple-index models ⋮ High dimensional single index models

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• Testing predictor contributions in sufficient dimension reduction.
• Better Subset Regression Using the Nonnegative Garrote
• Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
• Graphics for Regressions With a Binary Response
• Model-Free Variable Selection
• A note on shrinkage sliced inverse regression
• On the Non-Negative Garrotte Estimator
• Model Selection and Estimation in Regression with Grouped Variables
• Sparse sufficient dimension reduction
• Sliced Inverse Regression with Regularizations
• Using intraslice covariances for improved estimation of the central subspace in regression
• Sufficient Dimension Reduction via Inverse Regression
• RELATIONS BETWEEN TWO SETS OF VARIATES

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