Pages that link to "Item:Q391876"

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

Displaying 18 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)
• Quantile Martingale Difference Divergence for Dimension Reduction (Q5037814) (← 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)
• A selective review of sufficient dimension reduction for multivariate response regression (Q6105773) (← links)
• Variable selection for single-index models based on martingale difference divergence (Q6548538) (← links)
• Estimation and variable selection for single-index models with non ignorable missing data (Q6573049) (← links)
• High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions (Q6620940) (← links)
• Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension (Q6622417) (← links)