Sparse Sliced Inverse Regression via Cholesky Matrix Penalization

DOI10.5705/SS.202020.0406MaRDI QIDQ5040485zbMATH OpenOpenAlexWikidataFDO

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

Cholesky decompositioninformation criterionLassosparsitysufficient dimension reduction

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(4)

• On consistency and sparsity for sliced inverse regression in high dimensions
• Central subspaces review: methods and applications
• Likelihood-based surrogate dimension reduction
• A weighted leverage score approach versus Lasso sliced inverse regression: a comparative study

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