Pages that link to "Item:Q2583413"
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The following pages link to Contour regression: a general approach to dimension reduction (Q2583413):
Displaying 50 items.
- Efficient estimation in sufficient dimension reduction (Q101639) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Projection Pursuit Based on Gaussian Mixtures and Evolutionary Algorithms (Q144468) (← links)
- Semiparametric mixtures of regressions with single-index for model based clustering (Q158418) (← links)
- Sufficient dimension reduction via principal L\(q\) support vector machine (Q276219) (← links)
- Dimension reduction estimation for probability density with data missing at random when covariables are present (Q337685) (← links)
- Functional contour regression (Q391505) (← links)
- Direction estimation in single-index models via distance covariance (Q391876) (← links)
- General directional regression (Q392056) (← links)
- On model-free conditional coordinate tests for regressions (Q432300) (← links)
- Learning sparse gradients for variable selection and dimension reduction (Q439003) (← links)
- Principal support vector machines for linear and nonlinear sufficient dimension reduction (Q449992) (← 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)
- Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
- Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
- Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
- On a dimension reduction regression with covariate adjustment (Q643293) (← links)
- An adaptive estimation of MAVE (Q643296) (← links)
- On principal Hessian directions for multivariate response regressions (Q650718) (← links)
- Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds (Q716365) (← links)
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice (Q726930) (← links)
- Using sliced inverse mean difference for sufficient dimension reduction (Q900555) (← links)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Dimension reduction based on constrained canonical correlation and variable filtering (Q939658) (← links)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- Dimension reduction using the generalized gradient direction (Q962359) (← links)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Sliced inverse regression for multivariate response regression (Q1021999) (← links)
- An integral transform method for estimating the central mean and central subspaces (Q1041081) (← links)
- Dimension reduction based on weighted variance estimate (Q1042922) (← links)
- Contour projected dimension reduction (Q1043711) (← links)
- Dimension reduction with missing response at random (Q1615199) (← links)
- Dimension reduction based on conditional multiple index density function (Q1620937) (← links)
- Nonlinear surface regression with dimension reduction method (Q1622091) (← links)
- Transformation-based estimation (Q1623639) (← 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)
- Penalized principal logistic regression for sparse sufficient dimension reduction (Q1654232) (← links)
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity (Q1657946) (← links)
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion (Q1658374) (← links)
- Robust estimation and variable selection in sufficient dimension reduction (Q1658471) (← links)
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data (Q1658995) (← links)
- Principal minimax support vector machine for sufficient dimension reduction with contaminated data (Q1660132) (← links)
- Supervised dimension reduction for ordinal predictors (Q1662936) (← links)
- Sufficient dimension reduction in multivariate regressions with categorical predictors (Q1800068) (← links)
- Sufficient dimension reduction in regressions through cumulative Hessian directions (Q1927284) (← links)
- Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression (Q1951774) (← links)
