Model averaging assisted sufficient dimension reduction
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Publication:830525
DOI10.1016/j.csda.2020.106993MaRDI QIDQ830525
Publication date: 7 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2020.106993
sufficient dimension reduction; sliced inverse regression; principal Hessian directions; jackknife model averaging; Mallows model averaging; ladle estimator
62-XX: Statistics
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Comment on ‘Review of sparse sufficient dimension reduction’, Bayesian model averaging sliced inverse regression
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