An empirical process view of inverse regression

DOI10.1111/SJOS.12209MaRDI QIDQ2821482zbMATH OpenOpenAlexFDO

Authors François Portier

Publication date 21 September 2016

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12209

zbMATH Keywords

bootstrapcumulative slicing estimationdimension reductionsliced inverse regressiontestweak convergence

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) General nonlinear regression (62J02)

Recommendations

• On Sliced Inverse Regression With High-Dimensional Covariates
• Random sliced inverse regression
• Determining the Dimensionality in Sliced Inverse Regression
• scientific article; zbMATH DE number 788275
• Sliced inverse regression for multivariate response regression

Cites work

• A bootstrap method for assessing the dimension of a general regression problem
• An asymptotic theory for sliced inverse regression
• Asymptotic inference for eigenvectors
• Asymptotics for kernel estimate of sliced inverse regression
• Asymptotics for sliced average variance estimation
• Bootstrap methods: another look at the jackknife
• Bootstrap testing of the rank of a matrix via least-squared constrained estimation
• Comment
• Corrections to test statistics in principal Hessian directions
• Dimension estimation in sufficient dimension reduction: a unifying approach
• Dimension reduction for conditional mean in regression
• Dimension Reduction for the Conditionalkth Moment in Regression
• Dimension reduction in regressions through cumulative slicing estimation
• Direct estimation of the index coefficient in a single-index model
• Exchangeably weighted bootstraps of the general empirical process
• scientific article; zbMATH DE number 788275 (Why is no real title available?)
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• On almost linearity of low dimensional projections from high dimensional data
• On Directional Regression for Dimension Reduction
• Optimal transformation: a new approach for covering the central subspace
• Sliced Inverse Regression for Dimension Reduction
• Sufficient dimension reduction based on an ensemble of minimum average variance estimators
• Sufficient Dimension Reduction via Inverse Regression
• Testing predictor contributions in sufficient dimension reduction.
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of empirical copula processes

Cited in

(6)

• The empirical process of residuals from an inverse regression
• Prediction regions through inverse regression
• Sliced average variance estimation for multivariate time series
• Tail inverse regression: dimension reduction for prediction of extremes
• Shrinkage for extreme partial least-squares
• Estimation of inverse mean: an orthogonal series approach

This page was built for publication: An empirical process view of inverse regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2821482)