High-dimensional sufficient dimension reduction through principal projections
Author:
Affiliation:
1. Institute of Statistics, Biostatistics and Actuarial Sciences, UCLouvain, Voie du Roman Pays 20, 1348 Louvain-la-Neuve, Belgium
2. School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, CF24 4AG
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference40 articles.
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2. Artemiou, A. and Dong, Y. (2016). Sufficient dimension reduction via principal Lq support vector machine. Electronic Journal of Statistics, 10(1):783–805.
3. Artemiou, A., Dong, Y., and Shin, S. J. (2021). Real time sufficient dimension reduction through principal least squares support vector machines. Pattern Recognition, 112:107768.
4. Artemiou, A. and Shu, M. (2014). A cost based reweighted scheme of principal support vector machine. In Akritas, M. G., Lahiri, S. N., and Politis, D. N., editors, Topics in Nonparametric Statistics, pages 1–12. Springer.
5. Bickel, P. J. and Levina, E. (2008). Covariance regularization by thresholding. The Annals of Statistics, 36(6):2577–2604.
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