Pages that link to "Item:Q129272"
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The following pages link to A constructive approach to the estimation of dimension reduction directions (Q129272):
Displaying 50 items.
- MAVE (Q54110) (← links)
- Efficient estimation in sufficient dimension reduction (Q101639) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Semiparametric marginal and association regression methods for clustered binary data (Q261833) (← links)
- Direction estimation in single-index models via distance covariance (Q391876) (← links)
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators (Q450007) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations (Q729367) (← links)
- A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion (Q943611) (← links)
- Dimension reduction using the generalized gradient direction (Q962359) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Dimension reduction based on weighted variance estimate (Q1042922) (← links)
- Contour projected dimension reduction (Q1043711) (← links)
- Dimension reduction based on conditional multiple index density function (Q1620937) (← links)
- Estimation in linear regression models with measurement errors subject to single-indexed distortion (Q1621210) (← links)
- Dimension reduction and estimation in the secondary analysis of case-control studies (Q1639199) (← links)
- A unified approach to sufficient dimension reduction (Q1643805) (← links)
- Quantile-slicing estimation for dimension reduction in regression (Q1644423) (← links)
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data (Q1658995) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Quasi-likelihood estimation of the single index conditional variance model (Q1796931) (← links)
- Sufficient dimension reduction in regressions through cumulative Hessian directions (Q1927284) (← links)
- Quantile based dimension reduction in censored regression (Q2008106) (← links)
- Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
- Heteroscedasticity checks for single index models (Q2018595) (← links)
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace (Q2034465) (← links)
- Surrogate space based dimension reduction for nonignorable nonresponse (Q2076134) (← links)
- Fusing sufficient dimension reduction with neural networks (Q2076151) (← links)
- Functional sufficient dimension reduction through average Fréchet derivatives (Q2131260) (← links)
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
- Central subspaces review: methods and applications (Q2172454) (← links)
- On post dimension reduction statistical inference (Q2196236) (← links)
- Robust dimension reduction using sliced inverse median regression (Q2208396) (← links)
- Robust MAVE through nonconvex penalized regression (Q2242015) (← links)
- An ensemble of inverse moment estimators for sufficient dimension reduction (Q2242021) (← links)
- On IPW-based estimation of conditional average treatment effects (Q2242843) (← links)
- Sparse dimension reduction for survival data (Q2259102) (← links)
- Model-based reinforcement learning with dimension reduction (Q2281680) (← links)
- Estimating the conditional single-index error distribution with a partial linear mean regression (Q2348715) (← links)
- On the single-index model estimate of the conditional density function: consistency and implementation (Q2407115) (← links)
- Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- Functional single index models for longitudinal data (Q2429934) (← links)
- Sufficient dimension reduction on marginal regression for gaps of recurrent events (Q2443253) (← links)
- On efficient dimension reduction with respect to a statistical functional of interest (Q2448735) (← links)
- Penalized Weighted Variance Estimate for Dimension Reduction (Q2903834) (← links)
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
- A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications (Q5040479) (← links)
- Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data (Q5040486) (← links)
