Publication Cover
Statistics
A Journal of Theoretical and Applied Statistics
Volume 50, 2016 - Issue 2
134
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Pruning a sufficient dimension reduction with a p-value guided hard-thresholding

&
Pages 254-270 | Received 30 May 2013, Accepted 04 May 2015, Published online: 11 Jun 2015

References

  • Li KC. Slice inverse regression for dimension reduction. J Am Statist Assoc. 1991;86:316–327. doi: 10.1080/01621459.1991.10475035
  • Cook RD, Weisberg S. Discussion of Li (1991). J Am Statist Assoc. 1991;86:328–332.
  • Li B, Wang S. On directional regression for dimension reduction. J Am Statist Assoc. 2007;102(479):997–1008. doi: 10.1198/016214507000000536
  • Cook RD. Fisher lecture - dimension reduction in regression (with discussion). Statist Sci. 2007;22:1–26. doi: 10.1214/088342306000000682
  • Donoho DL, Johnstone IM. Adapting to unknown smoothness via wavelet shrinkage. J Am Statist Assoc. 1995;90:1200–1224. doi: 10.1080/01621459.1995.10476626
  • Fryzlewicz P. Bivariate hard thresholding in wavelet function estimation. Statist Sin. 2007;17:1457–1481.
  • McCabe GP. Principal variables. Technometrics. 1984;26:137–144. doi: 10.1080/00401706.1984.10487939
  • Cadima J, Jolliffe IT. Loading and correlations in the interpretation of principal components. J Appl Stat. 1995;22:203–214. doi: 10.1080/757584614
  • Jolliffe I. Principal component analysis. New York: Springer; 1995.
  • Jolliffe IT, Trendafilov NT, Uddin M. A modified principal component technique based on the lasso. J Comput Graph Stat. 2003;12(3):531–547. doi: 10.1198/1061860032148
  • Zou H, Hastie T, Tibshirani R. Sparse principal component analysis. J Comput Graph Stat. 2006;15:265–286. doi: 10.1198/106186006X113430
  • Tibshirani R. Regression shrinkage and selection via the lasso. J R Statist Soc. Ser B (Methodol). 1996;58(1):267–288.
  • Li L. Sparse sufficient dimension reduction. Biometrika. 2007;94:603–613. doi: 10.1093/biomet/asm044
  • Chun H, Keles¸ S. Sparse partial least squares regression for simultaneous dimension reduction and variable selection. J R Stat Soc: Ser B (Statist Methodol). 2010;72(1):3–25. doi: 10.1111/j.1467-9868.2009.00723.x
  • Cook RD. Testing predictor contributions in sufficient dimension reduction. Ann Stat. 2004;32(3): 1062–1092. doi: 10.1214/009053604000000292
  • Cook RD, Forzani L. Principal fitted components for dimension reduction in regression. Statist Sci. 2008;23(4):485–501. doi: 10.1214/08-STS275
  • Fan J, Lv J. Sure independence screening for ultrahigh dimensional feature space. J R Statist Soc: Ser B (Statist Methodol). 2008;70:849–911. doi: 10.1111/j.1467-9868.2008.00674.x
  • Adragni KP. Independent screening in high-dimensional exponential family predictors' space. J Appl Stat. 2015;42(2):347–359. doi: 10.1080/02664763.2014.949640
  • Adragni KP, Cook RD. Sufficient dimension reduction and prediction in regression. Philos Trans R Soc, Ser A. 2009;367(1906):4385–4405. doi: 10.1098/rsta.2009.0110
  • Hastie T, Tibshirani R, Friedman J. The elements of statistical learning - data mining, inference, and prediction. New York: Springer; 2001.
  • Kong E, Xia Y. Variable selection for the single-index model. Biometrika. 2007;94(1):217–229. doi: 10.1093/biomet/asm008
  • Efron B, Hastie T, Johnstone I, Tibshirani R. Least angle regression. Ann Stat. 2004;32(2):407–499. doi: 10.1214/009053604000000067
  • R Development Core Team. A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria; 2013. Available from: http://www.R-project.org/.
  • Enz R. Prices and Earnings Around the Globe. Zurich: Union Bank of Switzerland; 1991.
  • Friedman J, Hastie T, Tibshirani R. Regularization paths for generalized linear models via coordinate descent. J Statist Softw. 2010;33(1):1–22.
  • Adragni KP, Raim A. An R software package for likelihood-based sufficient dimension reduction. J Statist Softw. 2014;61(3). Available from: http://www.jstatsoft.org/v61/i03.
  • Cook RD. Regression graphics. New York: Wiley; 1998.
  • Benjamini Y, Hochberg Y. Controlling the false discovery rate: a practical and powerful approach to multiple testing. J R Statist Soc, Ser B. 1995;57(1):289–300.
  • Zou H, Hastie T. Regularization and variable selection via the Elastic Net. J R Statist Soc: Ser B (Statist Methodol). 2005;67(Part 2):301–320. doi: 10.1111/j.1467-9868.2005.00503.x
  • Anderson TW. An introduction to multivariate statistical analysis. 3rd ed. Hoboken (NJ): Wiley; 2003.
  • Bair E, Hastie T, Paul D, Tibshirani R. Prediction by supervised principal components. J Am Statist Assoc. 2006;101(473):119–137. doi: 10.1198/016214505000000628
  • Chen X, Zou C, Cook RD. Coordinate-independent sparse sufficient dimension reduction and variable selection. Ann Stat. 2010;38(6):3696–3723. doi: 10.1214/10-AOS826

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.