A convex formulation for high-dimensional sparse sliced inverse regression
نویسندگان
چکیده
منابع مشابه
Sliced inverse regression for high-dimensional time series
Methods of dimension reduction are very helpful and almost a necessity if we want to analyze high-dimensional time series since otherwise modelling affords many parameters because of interactions at various time-lags. We use a dynamic version of Sliced Inverse Regression (SIR; Li (1991)), which was developed to reduce the dimension of the regressor in regression problems, as an exploratory tool...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2018
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asy049