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Description

Sparsed Sliced Inverse Regression via Lasso.

Estimate the sufficient dimension reduction space using sparsed sliced inverse regression via Lasso (Lasso-SIR) introduced in Lin, Zhao, and Liu (2017) <arxiv:1611.06655>. The Lasso-SIR is consistent and achieve the optimal convergence rate under certain sparsity conditions for the multiple index models.
Metadata

Version

0.1.1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
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