Sliced Inverse Regression for Dimension Reduction
From MaRDI portal
Publication:3981136
DOI10.2307/2290563zbMath0742.62044OpenAlexW4241872460MaRDI QIDQ3981136
Publication date: 26 June 1992
Full work available at URL: https://doi.org/10.2307/2290563
principal component analysisdimension reductionchi-squared statisticsliced inverse regressionSIRdynamic graphicsestimated inverse regression curve
Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07)
Related Items (only showing first 100 items - show all)
Entropy-based sliced inverse regression ⋮ Estimation and empirical likelihood for single-index models with missing data in the covariates ⋮ Bayesian analysis of generalized partially linear single-index models ⋮ Dimension reduction with missing response at random ⋮ Functional \(k\)-means inverse regression ⋮ Dimension reduction based on conditional multiple index density function ⋮ Estimation in linear regression models with measurement errors subject to single-indexed distortion ⋮ A new sliced inverse regression method for multivariate response ⋮ Transformation-based estimation ⋮ A sequential test for variable selection in high dimensional complex data ⋮ Exploring regression structure with graphics ⋮ Dimension reduction and estimation in the secondary analysis of case-control studies ⋮ On a new class of sufficient dimension reduction estimators ⋮ Nonparametric independence screening via favored smoothing bandwidth ⋮ A unified approach to sufficient dimension reduction ⋮ Quantile-slicing estimation for dimension reduction in regression ⋮ Nonlinear confounding in high-dimensional regression ⋮ On average derivative quantile regression ⋮ Choice of regressors in nonparametric estimation ⋮ Penalized principal logistic regression for sparse sufficient dimension reduction ⋮ Sufficient dimension reduction constrained through sub-populations ⋮ Principal quantile regression for sufficient dimension reduction with heteroscedasticity ⋮ Student sliced inverse regression ⋮ Sufficient dimension reduction using Hilbert-Schmidt independence criterion ⋮ Partial projective resampling method for dimension reduction: with applications to partially linear models ⋮ Inference for biased transformation models ⋮ Robust estimation and variable selection in sufficient dimension reduction ⋮ Canonical kernel dimension reduction ⋮ Data-driven algorithms for dimension reduction in causal inference ⋮ Ensemble sufficient dimension folding methods for analyzing matrix-valued data ⋮ Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach ⋮ Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures ⋮ Principal minimax support vector machine for sufficient dimension reduction with contaminated data ⋮ On dual model-free variable selection with two groups of variables ⋮ Fused mean-variance filter for feature screening ⋮ Supervised dimension reduction for ordinal predictors ⋮ A robust inverse regression estimator ⋮ Functional additive regression ⋮ Robust direction identification and variable selection in high dimensional general single-index models ⋮ Functional sufficient dimension reduction: convergence rates and multiple functional case ⋮ Using sliced inverse mean difference for sufficient dimension reduction ⋮ Dimension reduction based linear surrogate variable approach for model free variable selection ⋮ Robust model-free feature screening via quantile correlation ⋮ Estimation of inverse mean: an orthogonal series approach ⋮ Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models ⋮ Principal fitted components for dimension reduction in regression ⋮ A chi-square test for dimensionality with non-Gaussian data ⋮ A quasi-residuals method in sliced inverse regression. ⋮ Bayesian backfitting. (With comments and a rejoinder). ⋮ Dimension reduction for the conditional mean in regressions with categorical predictors ⋮ Dimension reduction based on constrained canonical correlation and variable filtering ⋮ Conditionally specified models and dimension reduction in the exponential families ⋮ Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion ⋮ Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression ⋮ Augmenting the bootstrap to analyze high dimensional genomic data ⋮ Constrained regression model selection ⋮ On the distribution of the left singular vectors of a random matrix and its applications ⋮ Sliced inverse regression in reference curves estimation ⋮ Cluster-based estimation for sufficient dimension reduction ⋮ Isotonic single-index model for high-dimensional database marketing ⋮ Dimension reduction summaries for balanced contrasts ⋮ Robust dimension reduction based on canonical correlation ⋮ Semi-parametric single-index two-part regression models ⋮ Self-organizing map visualizing conditional quantile functions with multidimensional covariates ⋮ Dimension reduction in functional regression with applications ⋮ Exploiting predictor domain information in sufficient dimension reduction ⋮ Longitudinal data analysis using sufficient dimension reduction method ⋮ Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations ⋮ On the structure of the quadratic subspace in discriminant analysis ⋮ A sparse eigen-decomposition estimation in semiparametric regression ⋮ Dimension reduction using the generalized gradient direction ⋮ Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates ⋮ Adaptive confidence region for the direction in semiparametric regressions ⋮ Simultaneous confidence band and hypothesis test in generalised varying-coefficient models ⋮ Sliced inverse moment regression using weighted chi-squared tests for dimension reduction ⋮ Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates ⋮ Iterative sliced inverse regression for segmentation of ultrasound and MR images ⋮ Asymptotics for sliced average variance estimation ⋮ On splines approximation for sliced average variance estimation ⋮ Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors ⋮ New approaches to model-free dimension reduction for bivariate regression ⋮ Partial central subspace and sliced average variance estimation ⋮ Robust estimation of dimension reduction space ⋮ Dimension reduction for nonelliptically distributed predictors ⋮ Consistent estimation of the dimensionality in sliced inverse regression ⋮ On hybrid methods of inverse regression-based algorithms ⋮ Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression ⋮ An RKHS formulation of the inverse regression dimension-reduction problem ⋮ Sliced inverse regression for multivariate response regression ⋮ Sliced mean variance-covariance inverse regression ⋮ A novel moment-based sufficient dimension reduction approach in multivariate regression ⋮ A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE ⋮ Trimming influential observations for improved single-index model estimated sufficient summary plots ⋮ An integral transform method for estimating the central mean and central subspaces ⋮ Dimension reduction based on weighted variance estimate ⋮ Statistical estimation in varying coefficient models ⋮ Contour projected dimension reduction ⋮ Statistical inference on parametric part for partially linear single-index model ⋮ Dimension-reduction type test for linearity of a stochastic regression model ⋮ Dimension reduction strategies for analyzing global gene expression data with a response
This page was built for publication: Sliced Inverse Regression for Dimension Reduction