Variable importance assessment in sliced inverse regression for variable selection

DOI10.1080/03610918.2017.1375522OpenAlexW2604169025MaRDI QIDQ5086142FDOQ5086142

Jérôme Saracco, Ines Jlassi

Publication date: 1 July 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1375522

zbMATH Keywords

variable importancevariable selectiondimension reductionsliced inverse regressionsemiparametric regression model

Mathematics Subject Classification ID

Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

Cites Work

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• Random forests
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• Comment
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• Nearest neighbor inverse regression
• On kernel method for sliced average variance estimation
• Asymptotics for sliced average variance estimation
• Optimal quantization applied to sliced inverse regression
• POOLED SLICING METHODS VERSUS SLICING METHODS
• Sliced inverse regression for multivariate response regression
• Some extensions of multivariate sliced inverse regression
• An asymptotic theory for sliced inverse regression
• A new approach on recursive and non-recursive SIR methods
• A new sliced inverse regression method for multivariate response
• A bootstrap method for assessing the dimension of a general regression problem
• Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction
• Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod

Cited In (2)

• Computational Outlier Detection Methods in Sliced Inverse Regression
• Advanced topics in sliced inverse regression

Uses Software

• R
• changepoint
• edrGraphicalTools
• RSIR
• VSURF
• variables

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