Determining the Dimensionality in Sliced Inverse Regression

DOI10.2307/2291210zbMath0791.62069OpenAlexW4255568532MaRDI QIDQ4292146

James R. Schott

Publication date: 1 June 1994

Full work available at URL: https://doi.org/10.2307/2291210

zbMATH Keywords

projection matrixsliced inverse regressionelliptically symmetric distributioneigenprojectionresponse variableconditional meansconditional covariance matricesasymptotic chi-squared distributiongeneral regression problemlinear combinations of explanatory variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99) General nonlinear regression (62J02)

Related Items (59)

A note On outlier sensitivity of Sliced Inverse Regression ⋮ Dimension reduction with missing response at random ⋮ A Semiparametric Approach to Model Effect Modification ⋮ POOLED SLICING METHODS VERSUS SLICING METHODS ⋮ Testing predictor contributions in sufficient dimension reduction. ⋮ A new sliced inverse regression method for multivariate response ⋮ An Adaptive Estimation of Dimension Reduction Space ⋮ 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 ⋮ Analysing nonlinear time series with central subspace ⋮ Determining the dimension of iterative Hessian transformation ⋮ On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors ⋮ Model-free envelope dimension selection ⋮ Student sliced inverse regression ⋮ Wavelet-based estimation in a semiparametric regression model ⋮ Probability-enhanced sufficient dimension reduction for binary classification ⋮ On the optimality of sliced inverse regression in high dimensions ⋮ Variable importance assessment in sliced inverse regression for variable selection ⋮ Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data ⋮ Functional envelope for model-free sufficient dimension reduction ⋮ A structured covariance ensemble for sufficient dimension reduction ⋮ Using sliced inverse mean difference for sufficient dimension reduction ⋮ Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction ⋮ Estimation of inverse mean: an orthogonal series approach ⋮ Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod ⋮ Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion ⋮ On spline approximation of sliced inverse regression ⋮ Statistical modelling via dimension reduction methods ⋮ An ensemble of inverse moment estimators for sufficient dimension reduction ⋮ Sliced inverse regression in reference curves estimation ⋮ Interpretable sparse SIR for functional data ⋮ A sparse eigen-decomposition estimation in semiparametric regression ⋮ Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates ⋮ High-dimensional regression analysis with treatment comparisons ⋮ A sliced inverse regression approach for data stream ⋮ Sufficient forecasting using factor models ⋮ Bagging Versions of Sliced Inverse Regression ⋮ Dimension Reduction for the Conditionalkth Moment in Regression ⋮ Sliced inverse regression under linear constraints ⋮ The sliced inverse regression algorithm as a maximum likelihood procedure ⋮ Moment-based dimension reduction for multivariate response regression ⋮ Sliced Inverse Regression with Regularizations ⋮ Cluster-based sliced inverse regression ⋮ Strong consistency of kernel estimator in a semiparametric regression model ⋮ An asymptotic theory for sliced inverse regression ⋮ Functional sliced inverse regression analysis ⋮ Consistent estimation of the dimensionality in sliced inverse regression ⋮ On hybrid methods of inverse regression-based algorithms ⋮ Advanced topics in sliced inverse regression ⋮ Sliced inverse regression method for multivariate compositional data modeling ⋮ Surrogate space based dimension reduction for nonignorable nonresponse ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach ⋮ Sufficient dimension reduction in regressions with categorical predictors ⋮ DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS ⋮ A note on cumulative mean estimation ⋮ Some extensions of multivariate sliced inverse regression ⋮ Dimension reduction strategies for analyzing global gene expression data with a response

This page was built for publication: Determining the Dimensionality in Sliced Inverse Regression