Variable selection for general index models via sliced inverse regression

DOI10.1214/14-AOS1233zbMath1305.62234arXiv1304.4056MaRDI QIDQ480962

Bo Jiang, Jun S. Liu

Publication date: 12 December 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.4056

zbMATH Keywords

interactionsvariable selectionsure independence screeningsliced inverse regressioninverse models

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) General nonlinear regression (62J02)

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Uses Software

• hierNet
• RSIR

Cites Work

• Unnamed Item
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• The Adaptive Lasso and Its Oracle Properties
• A lasso for hierarchical interactions
• Fisher lecture: Dimension reduction in regression
• Variable selection for general index models via sliced inverse regression
• Variable selection and updating in model-based discriminant analysis for high dimensional data with food authenticity applications
• Testing predictor contributions in sufficient dimension reduction.
• Least angle regression. (With discussion)
• The sliced inverse regression algorithm as a maximum likelihood procedure
• Pathwise coordinate optimization
• Standardization and the Group Lasso Penalty
• Selection of Subsets of Regression Variables
• Sliced Inverse Regression for Dimension Reduction
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Feature Screening via Distance Correlation Learning
• Model-Free Variable Selection
• Sparse sufficient dimension reduction

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