QUADRO: A supervised dimension reduction method via Rayleigh quotient optimization
Author(s): Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
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Publication Date: | Aug-2015 |
Citation: | Fan, Jianqing, Ke, Zheng Tracy, Liu, Han, Xia, Lucy. (2015). QUADRO: A supervised dimension reduction method via Rayleigh quotient optimization. The Annals of Statistics, 43 (4), 1498 - 1534. doi:10.1214/14-AOS1307 |
DOI: | doi:10.1214/14-AOS1307 |
ISSN: | 0090-5364 |
Pages: | 1498 - 1534 |
Type of Material: | Journal Article |
Journal/Proceeding Title: | The Annals of Statistics |
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