Pages that link to "Item:Q391876"

The following pages link to Direction estimation in single-index models via distance covariance (Q391876):

Displayed 12 items.

• Partial martingale difference correlation (Q151601) ‎ (← links)
• A brief review of linear sufficient dimension reduction through optimization (Q826971) ‎ (← links)
• MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection (Q829724) ‎ (← links)
• Sufficient dimension reduction using Hilbert-Schmidt independence criterion (Q1658374) ‎ (← links)
• Heteroscedasticity checks for single index models (Q2018595) ‎ (← links)
• Feature filter for estimating central mean subspace and its sparse solution (Q2242163) ‎ (← links)
• Robust sufficient dimension reduction via ball covariance (Q2337328) ‎ (← links)
• Estimation for single-index models via martingale difference divergence (Q2416786) ‎ (← links)
• Efficient estimation in heteroscedastic single-index models (Q5012347) ‎ (← links)
• Expected Conditional Characteristic Function-based Measures for Testing Independence (Q5130638) ‎ (← links)
• Direction Estimation in a General Regression Model with Discrete Predictors (Q5283092) ‎ (← links)
• Sufficient dimension reduction via distance covariance with multivariate responses (Q5742396) ‎ (← links)