Correlation Pursuit: Forward Stepwise Variable Selection for Index Models

DOI10.1111/j.1467-9868.2011.01026.xzbMath1411.62050OpenAlexW1902723335WikidataQ30416640 ScholiaQ30416640MaRDI QIDQ5743149

Yu Zhu, Ting-Ting Zhang, Jun S. Liu, Wenxuan Zhong

Publication date: 9 May 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3519449

zbMATH Keywords

dimension reductionvariable selectionprojection pursuit regressionsliced inverse regressionstepwise regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Protein sequences, DNA sequences (92D20) Statistical ranking and selection procedures (62F07)

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Model-free variable selection for conditional mean in regression ⋮ A model-free variable selection method for reducing the number of redundant variables ⋮ The principal correlation components estimator and its optimality ⋮ Unnamed Item ⋮ A Model-free Variable Screening Method Based on Leverage Score ⋮ Ranking the importance of variables in nonlinear system identification ⋮ Trace pursuit variable selection for multi-population data ⋮ Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models ⋮ On consistency and sparsity for sliced inverse regression in high dimensions ⋮ Forward regression for Cox models with high-dimensional covariates ⋮ Sparse Sliced Inverse Regression Via Lasso ⋮ Robust Variable and Interaction Selection for Logistic Regression and General Index Models ⋮ A model-free conditional screening approach via sufficient dimension reduction

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