Pages that link to "Item:Q1750280"

The following pages link to On consistency and sparsity for sliced inverse regression in high dimensions (Q1750280):

Displaying 37 items.

• Interpretable sparse SIR for functional data (Q61772) (← links)
• Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
• On consistency and sparsity for sliced inverse regression in high dimensions (Q1750280) (← links)
• Slice inverse regression with score functions (Q1753150) (← links)
• Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
• High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
• Dimension reduction for block-missing data based on sparse sliced inverse regression (Q2072382) (← links)
• Fourier transform sparse inverse regression estimators for sufficient variable selection (Q2076139) (← links)
• High-dimensional sufficient dimension reduction through principal projections (Q2136660) (← links)
• Convergence guarantee for the sparse monotone single index model (Q2168091) (← links)
• Central subspaces review: methods and applications (Q2172454) (← links)
• Sparse SIR: optimal rates and adaptive estimation (Q2176608) (← links)
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
• Graph informed sliced inverse regression (Q2242175) (← links)
• Misspecified nonconvex statistical optimization for sparse phase retrieval (Q2425184) (← links)
• On the optimality of sliced inverse regression in high dimensions (Q2656585) (← links)
• (Q4969067) (← links)
• (Q4986369) (← links)
• Sparse Sliced Inverse Regression via Cholesky Matrix Penalization (Q5040485) (← links)
• Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data (Q5040486) (← links)
• Sliced Independence Test (Q5040487) (← links)
• Data-guided Treatment Recommendation with Feature Scores (Q5040488) (← links)
• Dimension Reduction Forests: Local Variable Importance Using Structured Random Forests (Q5057244) (← links)
• Sparse sufficient dimension reduction with heteroscedasticity (Q5063222) (← links)
• Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524) (← links)
• Simultaneous estimation for semi-parametric multi-index models (Q5107460) (← links)
• (Q5214246) (← links)
• Robust Variable and Interaction Selection for Logistic Regression and General Index Models (Q5229910) (← links)
• Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension (Q5242475) (← links)
• A selective overview of sparse sufficient dimension reduction (Q5880034) (← links)
• Online sparse sliced inverse regression for high-dimensional streaming data (Q5880605) (← links)
• Sufficient dimension reduction for clustered data via finite mixture modelling (Q6051665) (← links)
• Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency (Q6168124) (← links)
• High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion (Q6547751) (← links)
• Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors (Q6620856) (← links)
• Assessing conditional causal effect via characteristic score (Q6628020) (← links)
• Slicing-free inverse regression in high-dimensional sufficient dimension reduction (Q6671903) (← links)