Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
From MaRDI portal
Publication:3434222
DOI10.1198/016214506000000140zbMath1171.62325OpenAlexW2010361836MaRDI QIDQ3434222
Publication date: 23 April 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214506000000140
Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Numerical methods for wavelets (65T60)
Related Items (65)
Quantile Martingale Difference Divergence for Dimension Reduction ⋮ A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications ⋮ A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction ⋮ MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection ⋮ Minimal \(\sigma\)-field for flexible sufficient dimension reduction ⋮ A unified approach to sufficient dimension reduction ⋮ Quantile-slicing estimation for dimension reduction in regression ⋮ A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION ⋮ Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction ⋮ Kernel dimension reduction in regression ⋮ Fourier transform approach for inverse dimension reduction method ⋮ Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates ⋮ Sufficient dimension reduction using Hilbert-Schmidt independence criterion ⋮ Canonical kernel dimension reduction ⋮ Ensemble sufficient dimension folding methods for analyzing matrix-valued data ⋮ Probability-enhanced sufficient dimension reduction for binary classification ⋮ Supervised dimension reduction for ordinal predictors ⋮ Central subspaces review: methods and applications ⋮ Sparse SIR: optimal rates and adaptive estimation ⋮ Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data ⋮ Metric Learning via Cross-Validation ⋮ Direction estimation in single-index models via distance covariance ⋮ Sufficient dimension reduction and prediction in regression: asymptotic results ⋮ Dimension reduction with expectation of conditional difference measure ⋮ Pairwise directions estimation for multivariate response regression data ⋮ A selective review of sufficient dimension reduction for multivariate response regression ⋮ Estimation of inverse mean: an orthogonal series approach ⋮ A link-free method for testing the significance of predictors ⋮ On model-free conditional coordinate tests for regressions ⋮ Dimension reduction for regression estimation with nearest neighbor method ⋮ Robust dimension reduction using sliced inverse median regression ⋮ Sufficient dimension reduction based on an ensemble of minimum average variance estimators ⋮ An adaptive composite quantile approach to dimension reduction ⋮ Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data ⋮ On efficient dimension reduction with respect to a statistical functional of interest ⋮ Shrinkage Inverse Regression Estimation for Model-Free Variable Selection ⋮ Dimension reduction in survival regressions with censored data via an imputed spline approach ⋮ Envelope method with ignorable missing data ⋮ Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion ⋮ Robust MAVE through nonconvex penalized regression ⋮ An ensemble of inverse moment estimators for sufficient dimension reduction ⋮ Feature filter for estimating central mean subspace and its sparse solution ⋮ Classification via Bayesian Nonparametric Learning of Affine Subspaces ⋮ A sparse eigen-decomposition estimation in semiparametric regression ⋮ Dimension reduction using the generalized gradient direction ⋮ High-dimensional regression analysis with treatment comparisons ⋮ Sufficient dimension reduction via distance covariance with multivariate responses ⋮ Efficient estimation in sufficient dimension reduction ⋮ The sliced inverse regression algorithm as a maximum likelihood procedure ⋮ A Note on the Invariance Law for Surrogate Dimension Reduction ⋮ The dual central subspaces in dimension reduction ⋮ A new estimator for efficient dimension reduction in regression ⋮ Covariate Information Matrix for Sufficient Dimension Reduction ⋮ Robust variable selection through MAVE ⋮ A note on structural adaptive dimension reduction ⋮ Surrogate space based dimension reduction for nonignorable nonresponse ⋮ Fourier transform sparse inverse regression estimators for sufficient variable selection ⋮ An integral transform method for estimating the central mean and central subspaces ⋮ Dimension reduction based on weighted variance estimate ⋮ Contour projected dimension reduction ⋮ Robust sufficient dimension reduction via ball covariance ⋮ A note on cumulative mean estimation ⋮ A novel regularization method for estimation and variable selection in multi-index models ⋮ itdr ⋮ A Semiparametric Approach to Dimension Reduction
This page was built for publication: Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression