Dimension reduction based on weighted variance estimate

DOI10.1007/S11425-008-0130-ZMaRDI QIDQ1042922zbMATH OpenOpenAlexFDO

Authors Junlong Zhao, Xingzhong Xu

Publication date 7 December 2009

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-008-0130-z

zbMATH Keywords

weight functionscontour regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A constructive approach to the estimation of dimension reduction directions
• An Adaptive Estimation of Dimension Reduction Space
• Asymptotics for sliced average variance estimation
• Comment
• Contour regression: a general approach to dimension reduction
• Dimension Reduction in Binary Response Regression
• Extending Save and PHD
• Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
• Graphics for Regressions With a Binary Response
• Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
• Improving dimension reduction via contour-projection
• Nonlinear confounding in high-dimensional regression
• On Directional Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• On hybrid methods of inverse regression-based algorithms
• On kernel method for sliced average variance estimation
• On the Interpretation of Regression Plots
• Reweighting to Achieve Elliptically Contoured Covariates in Regression
• Save: a method for dimension reduction and graphics in regression
• Sliced Inverse Regression for Dimension Reduction
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Cited in

(4)

• Penalized Weighted Variance Estimate for Dimension Reduction
• Dimension reduction in regressions through weighted variance estimation
• Weighted-mean trimming of multivariate data
• Functional sufficient dimension reduction based on weighted method

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