Pages that link to "Item:Q4665890"
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The following pages link to An Adaptive Estimation of Dimension Reduction Space (Q4665890):
Displayed 50 items.
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Single-index quantile regression (Q117474) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Sufficient dimension reduction via principal L\(q\) support vector machine (Q276219) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Projection pursuit multi-index (PPMI) models (Q277285) (← links)
- Probability-enhanced effective dimension reduction for classifying sparse functional data (Q285831) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates (Q311288) (← links)
- Group-wise sufficient dimension reduction with principal fitted components (Q311294) (← links)
- Robust estimation for varying index coefficient models (Q311320) (← links)
- The adaptive LASSO spline estimation of single-index model (Q328835) (← links)
- Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- Estimation of semi-varying coefficient model with surrogate data and validation sampling (Q385213) (← links)
- Robust multivariate association and dimension reduction using density divergences (Q391608) (← links)
- Predictive power of principal components for single-index model and sufficient dimension reduction (Q391676) (← links)
- Direction estimation in single-index models via distance covariance (Q391876) (← links)
- A robust and efficient estimation method for single index models (Q391886) (← links)
- Multi-index regression models with missing covariates at random (Q391947) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Estimating variable structure and dependence in multitask learning via gradients (Q415606) (← links)
- Rank-based inference for the single-index model (Q419168) (← links)
- On model-free conditional coordinate tests for regressions (Q432300) (← links)
- Estimation for the single-index models with random effects (Q434962) (← links)
- An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
- Learning sparse gradients for variable selection and dimension reduction (Q439003) (← links)
- Fisher lecture: Dimension reduction in regression (Q449741) (← 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)
- Dimension reduction for the conditional \(k\)th moment via central solution space (Q450876) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- Efficient dimension reduction for multivariate response data (Q512012) (← links)
- Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Learning gradients on manifolds (Q605040) (← links)
- Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data (Q605938) (← links)
- Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
- Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
- The EFM approach for single-index models (Q638808) (← 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)
- Variable selection in a class of single-index models (Q652608) (← links)
- Forward selection and estimation in high dimensional single index models (Q670181) (← links)
- Efficient empirical-likelihood-based inferences for the single-index model (Q716173) (← links)
