Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates

DOI10.1016/J.SPL.2020.108931MaRDI QIDQ826677zbMATH OpenOpenAlexFDO

Authors Li-Pang Chen

Publication date 6 January 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108931

zbMATH Keywords

cumulative mean estimationdistance correlationfeature selectionmeasurement errorultrahigh-dimension

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• An Adaptive Estimation of Dimension Reduction Space
• Dimension reduction in regressions through cumulative slicing estimation
• Feature screening via distance correlation learning
• Measurement Error Regression with Unknown Link: Dimension Reduction and Data Visualization
• On surrogate dimension reduction for measurement error regression: An invariance law
• Sequential sufficient dimension reduction for large \(p\), small \(n\) problems
• Sliced Inverse Regression for Dimension Reduction
• Statistical analysis with measurement error or misclassification: Strategy, method and application. Grace Y. Yi. New York: Springer‐Verlag.
• Surrogate dimension reduction in measurement error regressions

Cited in

(3)

• The perfect marriage and much more: combining dimension reduction, distance measures and covariance
• Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
• De-noising boosting methods for variable selection and estimation subject to error-prone variables

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