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20192023
most citedMM Algorithms for Distance Covariance based Sufficient Dimension Reduction and Sufficient Variable Selection

9 citations · 9 across the 3 of their papers we have counts for

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Showing 2021Show all

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stat.ME2021

High-Dimensional Sparse Single-Index Regression Via Hilbert-Schmidt Independence Criterion

Runxiong Wu, Chang Deng, Xin Chen

Hilbert-Schmidt Independence Criterion (HSIC) has recently been used in the field of single-index models to estimate the directions. Compared with some other well-established metho…