Extending Sliced Inverse Regression
From MaRDI portal
Publication:4468304
DOI10.1198/016214501753208979zbMath1047.62035OpenAlexW2060121127MaRDI QIDQ4468304
Efstathia Bura, R. Dennis Cook
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214501753208979
Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Linear inference, regression (62J99)
Related Items (60)
Dimension reduction with missing response at random ⋮ Partial sufficient dimension reduction on joint model of recurrent and terminal events ⋮ Quantile Martingale Difference Divergence for Dimension Reduction ⋮ Testing predictor contributions in sufficient dimension reduction. ⋮ A Sliced Inverse Regression Approach for a Stratified Population ⋮ An Adaptive Estimation of Dimension Reduction Space ⋮ A link-free approach for testing common indices for three or more multi-index models ⋮ Assessing Corrections to the Weighted Chi-Squared Test for Dimension ⋮ On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors ⋮ Student sliced inverse regression ⋮ Partial projective resampling method for dimension reduction: with applications to partially linear models ⋮ Wavelet-based estimation in a semiparametric regression model ⋮ Probability-enhanced sufficient dimension reduction for binary classification ⋮ K-medoids inverse regression ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ A bootstrap method for assessing the dimension of a general regression problem ⋮ A robust inverse regression estimator ⋮ Sufficient Dimension Reduction via Squared-Loss Mutual Information Estimation ⋮ Sparse SIR: optimal rates and adaptive estimation ⋮ Metric Learning via Cross-Validation ⋮ Dimensionality determination: a thresholding double ridge ratio approach ⋮ Dimension estimation in sufficient dimension reduction: a unifying approach ⋮ Strong consistency of kernel method for sliced average variance estimation ⋮ Using sliced inverse mean difference for sufficient dimension reduction ⋮ Estimation of inverse mean: an orthogonal series approach ⋮ Iterative application of dimension reduction methods ⋮ Robust dimension reduction using sliced inverse median regression ⋮ Fisher lecture: Dimension reduction in regression ⋮ Testing error heterogeneity in censored linear regression ⋮ Feature filter for estimating central mean subspace and its sparse solution ⋮ On the distribution of the left singular vectors of a random matrix and its applications ⋮ Interpretable sparse SIR for functional data ⋮ A sparse eigen-decomposition estimation in semiparametric regression ⋮ Robust inverse regression for dimension reduction ⋮ Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates ⋮ Using sliced mean variance-covariance inverse regression for classification and dimension reduction ⋮ Dimension reduction estimation for central mean subspace with missing multivariate response ⋮ Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations ⋮ Sliced inverse moment regression using weighted chi-squared tests for dimension reduction ⋮ Estimating sufficient reductions of the predictors in abundant high-dimensional regressions ⋮ Sliced Inverse Regression with Regularizations ⋮ On splines approximation for sliced average variance estimation ⋮ Strong consistency of kernel estimator in a semiparametric regression model ⋮ Sufficient dimension reduction in multivariate regressions with categorical predictors ⋮ New approaches to model-free dimension reduction for bivariate regression ⋮ Central quantile subspace ⋮ Consistent estimation of the dimensionality in sliced inverse regression ⋮ On hybrid methods of inverse regression-based algorithms ⋮ Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation ⋮ Gradient-Based Kernel Dimension Reduction for Regression ⋮ Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates ⋮ Sliced inverse regression for multivariate response regression ⋮ Asymptotic and bootstrap tests for subspace dimension ⋮ On the usage of joint diagonalization in multivariate statistics ⋮ Overlapping sliced inverse regression for dimension reduction ⋮ Surrogate space based dimension reduction for nonignorable nonresponse ⋮ Robust sufficient dimension reduction via ball covariance ⋮ DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS ⋮ A note on cumulative mean estimation ⋮ On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
This page was built for publication: Extending Sliced Inverse Regression