An asymptotic theory for sliced inverse regression

DOI10.1214/AOS/1176348669zbMath0821.62019OpenAlexW2068415701MaRDI QIDQ1193365

Tailen Hsing, Raymond J. Carroll

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348669

zbMATH Keywords

asymptotic normalitydimension reductioncentral limit theoremconditional distributionlinear combinationssliced inverse regressionconditional covarianceasymptotic distribution of Greenwood's statisticfiniteness of the fourth momentroot-\(n\) convergencetwo-slice estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (73)

Impact of sufficient dimension reduction in nonparametric estimation of causal effect ⋮ Quantile treatment effect estimation with dimension reduction ⋮ A note On outlier sensitivity of Sliced Inverse Regression ⋮ Dimension reduction with missing response at random ⋮ POOLED SLICING METHODS VERSUS SLICING METHODS ⋮ Testing predictor contributions in sufficient dimension reduction. ⋮ Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data ⋮ Nonlinear surface regression with dimension reduction method ⋮ A Sliced Inverse Regression Approach for a Stratified Population ⋮ A new sliced inverse regression method for multivariate response ⋮ Weight fused functional sliced average variance estimation ⋮ Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse ⋮ Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction ⋮ On kernel method for sliced average variance estimation ⋮ Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction ⋮ Estimation for a partial-linear single-index model ⋮ A data-adaptive hybrid method for dimension reduction ⋮ Nonlinear confounding in high-dimensional regression ⋮ Choice of regressors in nonparametric estimation ⋮ Fourier transform approach for inverse dimension reduction method ⋮ Estimation of partially linear regression models under the partial consistency property ⋮ Wavelet-based estimation in a semiparametric regression model ⋮ Unnamed Item ⋮ Fused mean-variance filter for feature screening ⋮ On the optimality of sliced inverse regression in high dimensions ⋮ Variable importance assessment in sliced inverse regression for variable selection ⋮ SAVE: Robust or not? ⋮ Sparse SIR: optimal rates and adaptive estimation ⋮ Unnamed Item ⋮ Series expansion for functional sufficient dimension reduction ⋮ A structured covariance ensemble for sufficient dimension reduction ⋮ Missing data analysis with sufficient dimension reduction ⋮ Generalized kernel-based inverse regression methods for sufficient dimension reduction ⋮ A model-free feature screening approach based on kernel density estimation ⋮ Dimension reduction in partly linear error-in-response models with validation data ⋮ Dimension reduction based linear surrogate variable approach for model free variable selection ⋮ Estimation of inverse mean: an orthogonal series approach ⋮ Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency ⋮ Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod ⋮ A quasi-residuals method in sliced inverse regression. ⋮ Sliced Independence Test ⋮ On spline approximation of sliced inverse regression ⋮ Dimension reduction in estimating equations with covariates missing at random ⋮ On consistency and sparsity for sliced inverse regression in high dimensions ⋮ Sliced inverse regression in reference curves estimation ⋮ Isotonic single-index model for high-dimensional database marketing ⋮ Slice inverse regression with score functions ⋮ Dimension reduction in functional regression with applications ⋮ Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates ⋮ Bagging Versions of Sliced Inverse Regression ⋮ Kernel sliced inverse regression: regularization and consistency ⋮ Sliced inverse regression under linear constraints ⋮ Empirical likelihood for single-index models ⋮ Asymptotics for sliced average variance estimation ⋮ A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches ⋮ Strong consistency of kernel estimator in a semiparametric regression model ⋮ The fused Kolmogorov filter: a nonparametric model-free screening method ⋮ Sufficient dimension reduction and instrument search for data with nonignorable nonresponse ⋮ Sparse Sliced Inverse Regression Via Lasso ⋮ A new approach on recursive and non-recursive SIR methods ⋮ Functional sliced inverse regression analysis ⋮ Fused Estimators of the Central Subspace in Sufficient Dimension Reduction ⋮ An Empirical Process View of Inverse Regression ⋮ Random sliced inverse regression ⋮ Asymptotics for kernel estimate of sliced inverse regression ⋮ Advanced topics in sliced inverse regression ⋮ Overlapping sliced inverse regression for dimension reduction ⋮ On central matrix based methods in dimension reduction ⋮ Dimension-reduction type test for linearity of a stochastic regression model ⋮ Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach ⋮ Some extensions of multivariate sliced inverse regression ⋮ Statistical inferences for single-index models with measurement errors ⋮ A study of sensitivity analysis on the method of principal Hessian directions

This page was built for publication: An asymptotic theory for sliced inverse regression