Multiple-population shrinkage estimation via sliced inverse regression

DOI10.1007/S11222-015-9609-YzbMath1505.62419OpenAlexW2217442387MaRDI QIDQ517384

Tao Wang, Xuerong Meggie Wen, Li Xing Zhu

Publication date: 23 March 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-015-9609-y

zbMATH Keywords

sufficient dimension reductionjoint sparsitysliced inverse regressionmultiple regressions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Estimation and hypothesis test for single-index multiplicative models ⋮ Dimension reduction regressions with measurement errors subject to additive distortion

Uses Software

• alr3
• ElemStatLearn

Cites Work

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• Comment

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