Shrinkage Inverse Regression Estimation for Model-Free Variable Selection

DOI10.1111/J.1467-9868.2008.00686.XMaRDI QIDQ3551042zbMATH OpenOpenAlexFDO

Authors Howard D. Bondell, Lexin Li

Publication date 8 April 2010

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

Full work available at URL https://doi.org/10.1111/j.1467-9868.2008.00686.x

zbMATH Keywords

inverse regression estimationnon-negative garrottesliced inverse regressionsufficient dimension reductionvariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Variable selection using shrinkage priors
• Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
• Shrinkage estimation for the regression parameter matrix in multivariate regression model
• Model-Free Variable Selection
• scientific article; zbMATH DE number 845714
• scientific article; zbMATH DE number 4082772
• A Regression Modeling Approach to Structured Shrinkage Estimation
• Model-free variable selection for conditional mean in regression

Cites work

• A note on shrinkage sliced inverse regression
• Better Subset Regression Using the Nonnegative Garrote
• Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
• Graphics for Regressions With a Binary Response
• scientific article; zbMATH DE number 1157169 (Why is no real title available?)
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• Model Selection and Estimation in Regression with Grouped Variables
• Model-Free Variable Selection
• On the Non-Negative Garrotte Estimator
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Sliced Inverse Regression with Regularizations
• Sparse sufficient dimension reduction
• Sufficient Dimension Reduction via Inverse Regression
• Testing predictor contributions in sufficient dimension reduction.
• The Adaptive Lasso and Its Oracle Properties
• Using intraslice covariances for improved estimation of the central subspace in regression

Cited in

(35)

• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
• Penalized principal logistic regression for sparse sufficient dimension reduction
• Variable selection using shrinkage priors
• Estimating a sparse reduction for general regression in high dimensions
• Ranking the importance of variables in nonlinear system identification
• Robust variable selection through MAVE
• A distribution-based Lasso for a general single-index model
• Sparse SIR: optimal rates and adaptive estimation
• On post dimension reduction statistical inference
• Variable selection and estimation for semi-parametric multiple-index models
• High dimensional single index models
• Sparse sufficient dimension reduction using optimal scoring
• Variable selection through adaptive MAVE
• Multiple loci mapping via model-free variable selection
• Sufficient dimension reduction for censored regressions
• A shrinkage estimation of central subspace in sufficient dimension reduction
• Sparse sufficient dimension reduction for Markov blanket discovery
• Cherry-picking for complex data: robust structure discovery
• Non-convex penalized estimation in high-dimensional models with single-index structure
• Trace pursuit variable selection for multi-population data
• Efficient kernel-based variable selection with sparsistency
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
• Simultaneous estimation for semi-parametric multi-index models
• A link-free sparse group variable selection method for single-index model
• Multiple-population shrinkage estimation via sliced inverse regression
• Model-Free Variable Selection
• A selective overview of sparse sufficient dimension reduction
• Sparse dimension reduction based on energy and ball statistics
• Forward selection and estimation in high dimensional single index models
• Sparse kernel sufficient dimension reduction
• Model-free variable selection in high dimension via constrained kernel regression
• A note on sufficient dimension reduction with post dimension reduction statistical inference
• Optimal Sparse Sliced Inverse Regression via Random Projection
• Dimension reduction based linear surrogate variable approach for model free variable selection
• Longitudinal data analysis using sufficient dimension reduction method

This page was built for publication: Shrinkage Inverse Regression Estimation for Model-Free Variable Selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3551042)