On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection

DOI10.1214/15-AOS1424MaRDI QIDQ510686zbMATH OpenOpenAlexFDO

Authors Yuexiao Dong, Zhou Yu, Jun Shao

Publication date 13 February 2017

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

Full work available at URL https://doi.org/10.1214/15-aos1424

zbMATH Keywords

sliced inverse regressionsufficient dimension reductionsure independence screeningmarginal coordinate test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Linear inference, regression (62J99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(17)

• An Outer-Product-of-Gradient Approach to Dimension Reduction and its Application to Classification in High Dimensional Space
• Comment on ‘Review of sparse sufficient dimension reduction’
• Review of sparse sufficient dimension reduction: comment
• Model-Free Variable Selection With Matrix-Valued Predictors
• A selective overview of sparse sufficient dimension reduction
• Model averaging assisted sufficient dimension reduction
• Model-free variable selection for conditional mean in regression
• Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
• Sparse SIR: optimal rates and adaptive estimation
• Interaction screening for high-dimensional heterogeneous data via robust hybrid metrics
• Model-free coordinate test and variable selection via directional regression
• Linear screening for high-dimensional computer experiments
• A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications
• Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates
• A selective overview of feature screening for ultrahigh-dimensional data
• Variable selection for general index models via sliced inverse regression
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data

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