Efficient Estimation and Response Variable Selection in Sparse Partial Envelope Model
In this paper, we propose a sparse partial envelope model that performs response variable selection efficiently under the partial envelope model. We discuss its theoretical properties including consistency, an oracle property and the asymptotic distribution of the sparse partial envelope estimator....
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-11-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/23/3758 |