Variable selection using data splitting and projection for principal fitted component models in high dimension

DOI10.1016/J.CSDA.2024.107960MaRDI QIDQ6573303zbMATH OpenFDO

Authors Seungchul Baek, Park Hoyoung, Junyong Park

Publication date 16 July 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2024.107960

zbMATH Keywords

false discovery ratemirror statisticprinciple fitted componentssufficient dimension reductionvariable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• A review on dimension reduction
• A sequential test for variable selection in high dimensional complex data
• Coordinate-independent sparse sufficient dimension reduction and variable selection
• Exploiting predictor domain information in sufficient dimension reduction
• Feature screening via distance correlation learning
• Fisher lecture: Dimension reduction in regression
• Group-wise sufficient dimension reduction with principal fitted components
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• Independent screening in high-dimensional exponential family predictors’ space
• Model Selection and Estimation in Regression with Grouped Variables
• On Directional Regression for Dimension Reduction
• On hybrid methods of inverse regression-based algorithms
• On the Interpretation of Regression Plots
• Principal fitted components for dimension reduction in regression
• Sequential sufficient dimension reduction for large \(p\), small \(n\) problems
• Sliced Inverse Regression for Dimension Reduction
• Sparse sufficient dimension reduction
• Sufficient dimension reduction and prediction in regression
• Sufficient dimension reduction and prediction in regression: asymptotic results
• Sufficient dimension reduction via random-partitions for the large-\(p\)-small-\(n\) problem
• Testing predictor contributions in sufficient dimension reduction.
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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