17 citations · 57 across the 9 of their papers we have counts for
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math.ST2013★ 1 cited
Aggregation of Affine Estimators
Dong Dai, Philippe Rigollet, Lucy Xia +1
We consider the problem of aggregating a general collection of affine estimators for fixed design regression. Relevant examples include some commonly used statistical estimators su…
stat.ME2013★ 17 cited
QUADRO: A supervised dimension reduction method via Rayleigh quotient optimization
Jianqing Fan, Zheng Tracy Ke, Han Liu +1
We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method - named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization) - for analyzing high…