A note on shrinkage sliced inverse regression

DOI10.1093/biomet/92.1.242zbMath1068.62080MaRDI QIDQ5314852

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

Publication date: 5 September 2005

Published in: Biometrika (Search for Journal in Brave)

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

zbMATH Keywords

Lasso; Sliced inverse regression; Shrinkage estimator; Sufficient dimension reduction; Garotte

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

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