Variable importance assessment in sliced inverse regression for variable selection

DOI10.1080/03610918.2017.1375522MaRDI QIDQ5086142zbMATH OpenOpenAlexFDO

Authors Ines Jlassi, Jérôme Saracco

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

dimension reductionsemiparametric regression modelsliced inverse regressionvariable importancevariable selection

Mathematics Subject Classification ID

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

Cites work

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• scientific article; zbMATH DE number 1932857 (Why is no real title available?)
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• Random forests
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Cited in

(3)

• Advanced topics in sliced inverse regression
• Computational Outlier Detection Methods in Sliced Inverse Regression
• A weighted leverage score approach versus Lasso sliced inverse regression: a comparative study

Describes a project that uses

Uses Software

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

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