Nonconcave penalized inverse regression in single-index models with high dimensional predictors

Journal of Multivariate Analysis

Volumn 100, Issue 5, 2009, Pages 862-875

  Zhu, Li Ping ^a   Zhu, Li Xing ^a,b  

^a EAST CHINA NORMAL UNIVERSITY   (China)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

62G20; 62H15; Dimension reduction; Diverging parameters; Inverse regression; SCAD; Sparsity

Indexed keywords

EID: 60549089962     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.09.003     Document Type: Article

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