Correlation pursuit: forward stepwise variable selection for index models

DOI10.1111/J.1467-9868.2011.01026.XMaRDI QIDQ5743149zbMATH OpenOpenAlexWikidataFDO

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

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 reductionprojection pursuit regressionsliced inverse regressionstepwise regressionvariable selection

Mathematics Subject Classification ID

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

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Cited in

(21)

• Sparse sliced inverse regression via Lasso
• Ranking the importance of variables in nonlinear system identification
• On consistency and sparsity for sliced inverse regression in high dimensions
• Forward regression for Cox models with high-dimensional covariates
• Sufficient variable selection using independence measures for continuous response
• Fast stepwise regression based on multidimensional indexes
• The principal correlation components estimator and its optimality
• A model-free variable selection method for reducing the number of redundant variables
• Trace pursuit variable selection for multi-population data
• Variable selection for general index models via sliced inverse regression
• On cumulative slicing estimation for high dimensional data
• A model-free conditional screening approach via sufficient dimension reduction
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
• Robust Variable and Interaction Selection for Logistic Regression and General Index Models
• A Model-free Variable Screening Method Based on Leverage Score
• Tensor sufficient dimension reduction
• Quantile Correlation-based Variable Selection
• Causal discoveries for high dimensional mixed data
• Model Averaging for Prediction With Fragmentary Data
• Parsimonious Tensor Dimension Reduction
• Model-free variable selection for conditional mean in regression

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