Sparse Sliced Inverse Regression via Cholesky Matrix Penalization

DOI10.5705/SS.202020.0406OpenAlexW3154356896WikidataQ114013812 ScholiaQ114013812MaRDI QIDQ5040485FDOQ5040485

Authors: Linh H. Nghiem, Francis K. C. Hui, Samuel Müller, Alan H. Welsh 

Publication date: 14 October 2022

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.09838

zbMATH Keywords

Lassosparsitysufficient dimension reductionCholesky decompositioninformation criterion

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (3)

• On consistency and sparsity for sliced inverse regression in high dimensions
• Likelihood-based surrogate dimension reduction
• Central subspaces review: methods and applications

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