Comment on‘Review of sparse sufficient dimension reduction’
作者机构:Department of Statistical ScienceTemple UniversityPhiladelphiaPAUSA
出 版 物:《Statistical Theory and Related Fields》 (统计理论及其应用(英文))
年 卷 期:2020年第4卷第2期
页 面:149-150页
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学] 0812[工学-计算机科学与技术(可授工学、理学学位)]
摘 要:We congratulate the authors on a very interesting overview of sparse sufficient dimension reduction(SDR).Sparse SDR methods are discussed in both the classical np setting as well as the high-dimensional pn *** topics such as model-free variable selection and variable screening are also discussed in a most logical fashion.