Sparse sufficient dimension reduction with heteroscedasticity

DOI10.1142/S0219691321500375MaRDI QIDQ5063222zbMATH OpenOpenAlexFDO

Authors Haoyang Cheng, Wenquan Cui

Publication date 17 March 2022

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691321500375

zbMATH Keywords

heteroscedasticitylarge \(p\) small \(n\)Lassoprincipal projectionprincipal quantile regressionsparse sufficient dimension reduction

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Principal quantile regression for sufficient dimension reduction with heteroscedasticity
• Sparse sufficient dimension reduction
• High-dimensional sufficient dimension reduction through principal projections
• Estimating a sparse reduction for general regression in high dimensions
• Sparse sufficient dimension reduction using optimal scoring

Cites work

• A constructive approach to the estimation of dimension reduction directions
• A semiparametric approach to dimension reduction
• An adaptive composite quantile approach to dimension reduction
• An Adaptive Estimation of Dimension Reduction Space
• Asymptotics for kernel estimate of sliced inverse regression
• Comment
• On consistency and sparsity for sliced inverse regression in high dimensions
• On Directional Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Principal quantile regression for sufficient dimension reduction with heteroscedasticity
• Sparse sliced inverse regression via Lasso

Cited in

(8)

• Expectile regression for analyzing heteroscedasticity in high dimension
• Principal quantile regression for sufficient dimension reduction with heteroscedasticity
• Sufficient dimension reduction using Hilbert-Schmidt independence criterion
• On sufficient dimension reduction via principal asymmetric least squares
• Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
• [HDDA] sparse subspace constrained partial least squares
• A selective overview of sparse sufficient dimension reduction
• Heteroscedastic linear feature extraction based on sufficiency conditions

This page was built for publication: Sparse sufficient dimension reduction with heteroscedasticity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5063222)