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

DOI10.1214/15-AOS1424zbMATH Open1359.62218OpenAlexW2551812373MaRDI QIDQ510686FDOQ510686

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

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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)

Cited In (17)

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

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