Sparse MAVE with oracle panalties

MaRDI QIDQ2862619zbMATH OpenFDO

Authors Ali Alkenani, Keming Yu

Publication date 18 November 2013

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/7662.htm

zbMATH Keywords

adaptive lassodimension reductionMAVEMCPSCADvariable selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(8)

• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Robust variable selection through MAVE
• Sparse sufficient dimension reduction using optimal scoring
• Sparse sufficient dimension reduction for Markov blanket discovery
• Penalized minimum average variance estimation
• Sparse sufficient dimension reduction
• A method of multi-dimensional variable selection for additive partial linear models.
• Model averaging assisted sufficient dimension reduction

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