A note on shrinkage sliced inverse regression

DOI10.1093/BIOMET/92.1.242zbMATH Open1068.62080OpenAlexW1974177727MaRDI QIDQ5314852FDOQ5314852

Authors: Liqiang Ni, R. Dennis Cook, Chih-Ling Tsai 

Publication date: 5 September 2005

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/43523a5a8b64170b9cf4de15ecf35ce9277bda9e

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zbMATH Keywords

LassoShrinkage estimatorSliced inverse regressionSufficient dimension reductionGarotte

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (44)

• Dimension reduction in survival regressions with censored data via an imputed spline approach
• Longitudinal data analysis using sufficient dimension reduction method
• Model averaging assisted sufficient dimension reduction
• Contour projected dimension reduction
• Advances in seeded dimension reduction: bootstrap criteria and extensions
• Ranking the importance of variables in nonlinear system identification
• A selective overview of sparse sufficient dimension reduction
• Sparse sufficient dimension reduction using optimal scoring
• Stable direction recovery in single-index models with a diverging number of predictors
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Sparse sliced inverse regression via Lasso
• Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
• High dimensional single index models
• Discussion on ‘Review of sparse sufficient dimension reduction’
• A note on sliced inverse regression with missing predictors
• Sparse SIR: optimal rates and adaptive estimation
• Multiple loci mapping via model-free variable selection
• A Note on Sliced Inverse Regression with Regularizations
• Robust variable selection through MAVE
• High-dimensional regression analysis with treatment comparisons
• On the consistency of coordinate-independent sparse estimation with BIC
• Sufficient dimension reduction in multivariate regressions with categorical predictors
• A link-free sparse group variable selection method for single-index model
• Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
• Random sliced inverse regression
• Dimension reduction transfer function model
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Variable selection in a class of single-index models
• Interpretable sparse SIR for functional data
• Dimension reduction based linear surrogate variable approach for model free variable selection
• Advanced topics in sliced inverse regression
• Sliced Inverse Regression with Regularizations
• Trace pursuit variable selection for multi-population data
• Dimension reduction based on constrained canonical correlation and variable filtering
• A shrinkage estimation of central subspace in sufficient dimension reduction
• Variable selection through adaptive MAVE
• Coordinate-independent sparse sufficient dimension reduction and variable selection
• A distribution-based Lasso for a general single-index model
• Higher-order sliced inverse regressions
• Forward selection and estimation in high dimensional single index models
• Fourier transform sparse inverse regression estimators for sufficient variable selection
• Multiple-population shrinkage estimation via sliced inverse regression
• Model averaging-based sufficient dimension reduction
• High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion

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