A selective overview of sparse sufficient dimension reduction

High-dimensional data analysis has been a challenging issue in statistics. Sufficient dimension reduction aims to reduce the dimension of the predictors by replacing the original predictors with a minimal set of their linear combinations without loss of information. However, the estimated linear com...

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Bibliographic Details
Main Authors: Lu Li, Xuerong Meggie Wen, Zhou Yu
Format: Article
Language:English
Published: Taylor & Francis Group 2020-07-01
Series:Statistical Theory and Related Fields
Subjects:
Online Access:http://dx.doi.org/10.1080/24754269.2020.1829389