Coordinate-independent sparse sufficient dimension reduction and variable selection

Annals of Statistics

Volumn 38, Issue 6, 2010, Pages 3696-3723

  Chen, Xin ^a   Zou, Changliang ^b   Cook, R Dennis ^c  

^a SYRACUSE UNIVERSITY   (United States)

^b NANKAI UNIVERSITY   (China)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Central subspace; CISE; Grassmann manifolds; Oracle property; Sufficient dimension reduction; Variable selection

Indexed keywords

EID: 78349234492     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOS826     Document Type: Article

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