A Semiparametric Approach to Dimension Reduction

DOI10.1080/01621459.2011.646925zbMath1261.62037WikidataQ36973907 ScholiaQ36973907MaRDI QIDQ4916449

Yanyuan Ma, Li-ping Zhu

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3698620

zbMATH Keywords

Nonparametric regression; Robustness; Sliced inverse regression; Estimating equations; Semiparametric methods

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G05: Nonparametric estimation

Related Items

On sliced inverse regression with missing values, Trace pursuit variable selection for multi-population data, Unnamed Item, Unnamed Item, DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS, Fused Estimators of the Central Subspace in Sufficient Dimension Reduction, Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction, Dimension reduction via adaptive slicing, A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications, Sliced Inverse Regression in Metric Spaces, Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data, Dimension Reduction Forests: Local Variable Importance Using Structured Random Forests, Sparse sufficient dimension reduction with heteroscedasticity, A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION, Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction, Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse, Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates, Metric Learning via Cross-Validation, Projection pursuit emulation for many-input computer experiments, Simultaneous estimation for semi-parametric multi-index models, Sufficient dimension folding via tensor inverse regression, Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data, Covariate Information Matrix for Sufficient Dimension Reduction, Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension, The dual central subspaces in dimension reduction, A new estimator for efficient dimension reduction in regression, Pseudo likelihood and dimension reduction for data with nonignorable nonresponse, A selective overview of sparse sufficient dimension reduction, Online sparse sliced inverse regression for high-dimensional streaming data, A Semiparametric Approach to Model Effect Modification, Sufficient dimension reduction for populations with structured heterogeneity, Discussion, Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction, A new reproducing kernel‐based nonlinear dimension reduction method for survival data, A structured covariance ensemble for sufficient dimension reduction, Sufficient dimension reduction for clustered data via finite mixture modelling, Variable-dependent partial dimension reduction, Missing data analysis with sufficient dimension reduction, A semiparametric method for evaluating causal effects in the presence of error‐prone covariates, An Outer-Product-of-Gradient Approach to Dimension Reduction and its Application to Classification in High Dimensional Space, Distributed Decoding From Heterogeneous 1-Bit Compressive Measurements, A post-screening diagnostic study for ultrahigh dimensional data, Nonlinear interaction detection through partial dimension reduction with missing response data, A nested semiparametric method for case‐control study with missingness, Efficient estimation in sufficient dimension reduction, Semiparametric mixtures of regressions with single-index for model based clustering, Direction estimation in single-index models via distance covariance, An adaptive composite quantile approach to dimension reduction, Tensor sliced inverse regression, A brief review of linear sufficient dimension reduction through optimization, MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection, A beyond multiple robust approach for missing response problem, Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse, On expectile-assisted inverse regression estimation for sufficient dimension reduction, Transformation-based estimation, Dimension reduction and estimation in the secondary analysis of case-control studies, A unified approach to sufficient dimension reduction, Quantile-slicing estimation for dimension reduction in regression, Principal minimax support vector machine for sufficient dimension reduction with contaminated data, On sufficient dimension reduction with missing responses through estimating equations, The effect of data contamination in sliced inverse regression and finite sample breakdown point, Quasi-likelihood estimation of the single index conditional variance model, Dimension reduction estimation for central mean subspace with missing multivariate response, Minimum average variance estimation with group Lasso for the multivariate response central mean subspace, Sufficient dimension reduction and instrument search for data with nonignorable nonresponse, Estimating multi-index models with response-conditional least squares, Surrogate space based dimension reduction for nonignorable nonresponse, Functional sufficient dimension reduction through average Fréchet derivatives, Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data, Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction, Frequentist model averaging under inequality constraints, Outcome regression-based estimation of conditional average treatment effect, Central subspaces review: methods and applications, Sparse SIR: optimal rates and adaptive estimation, On post dimension reduction statistical inference, Robust dimension reduction using sliced inverse median regression, Double-slicing assisted sufficient dimension reduction for high-dimensional censored data, Robust inverse regression for dimension reduction, Robust estimating equation-based sufficient dimension reduction, Central quantile subspace, Dimension reduction for kernel-assisted M-estimators with missing response at random, A link-free approach for testing common indices for three or more multi-index models, On relative efficiency of principal Hessian directions, On efficient dimension reduction with respect to a statistical functional of interest, An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates, Analysis of Double Single Index Models, A Semi‐parametric Transformation Frailty Model for Semi‐competing Risks Survival Data, Bayesian inverse regression for supervised dimension reduction with small datasets

Uses Software

• Excel

Cites Work

• Unnamed Item
• Unnamed Item
• A constructive approach to the estimation of dimension reduction directions
• Sliced Regression for Dimension Reduction
• On almost linearity of low dimensional projections from high dimensional data
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Dimension reduction for nonelliptically distributed predictors
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Regression analysis under link violation
• Dimension reduction for conditional mean in regression
• Sparse supervised dimension reduction in high dimensional classification
• Optimal smoothing in single-index models
• Semiparametric theory and missing data.
• A paradox concerning nuisance parameters and projected estimating functions
• Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
• Semiparametric efficiency bounds
• Dimension reduction for non-elliptically distributed predictors: second-order methods
• On Directional Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• An Adaptive Estimation of Dimension Reduction Space
• Likelihood-Based Sufficient Dimension Reduction
• Direction estimation in single-index regressions