Pages that link to "Item:Q391876"
From MaRDI portal
The following pages link to Direction estimation in single-index models via distance covariance (Q391876):
Displaying 10 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)
- Quantile Martingale Difference Divergence for Dimension Reduction (Q5037814) (← links)
- A selective review of sufficient dimension reduction for multivariate response regression (Q6105773) (← links)
