Dimension reduction for conditional mean in regression
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Cites work
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 1390240 (Why is no real title available?)
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- Regression analysis under link violation
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- Sliced Inverse Regression for Dimension Reduction
- Sufficient dimension reduction in regressions with categorical predictors
- The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
Cited in
(only showing first 100 items - show all)- Predictive power of principal components for single-index model and sufficient dimension reduction
- An adaptive estimation of MAVE
- Cluster-based estimation for sufficient dimension reduction
- Metric Learning via Cross-Validation
- A brief review of linear sufficient dimension reduction through optimization
- Condition estimation for regression and feature selection
- Dimension reduction in survival regressions with censored data via an imputed spline approach
- Testing predictor contributions in sufficient dimension reduction.
- Longitudinal data analysis using sufficient dimension reduction method
- Model averaging assisted sufficient dimension reduction
- Model-free variable selection for conditional mean in regression
- The sliced inverse regression algorithm as a maximum likelihood procedure
- Robust inference of conditional average treatment effects using dimension reduction
- Tail inverse regression: dimension reduction for prediction of extremes
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- A note on the invariance law for surrogate dimension reduction
- A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
- Advances in seeded dimension reduction: bootstrap criteria and extensions
- Efficient estimation in heteroscedastic single-index models
- Partial dynamic dimension reduction for conditional mean in regression
- Functional sufficient dimension reduction through average Fréchet derivatives
- Estimating multi-index models with response-conditional least squares
- Simultaneous estimation for semi-parametric multi-index models
- An empirical process view of inverse regression
- Nonlinear surface regression with dimension reduction method
- A goodness-of-fit test for variable-adjusted models
- Asymptotic distributions for testing dimensionality in q-based pHd.
- An RKHS formulation of the inverse regression dimension-reduction problem
- A semiparametric approach to dimension reduction
- An integral transform method for estimating the central mean and central subspaces
- A kernel-based measure for conditional mean dependence
- Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more
- Principal support vector machines for linear and nonlinear sufficient dimension reduction
- Dimension reduction for functional data based on weak conditional moments
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
- Mean response estimation with missing response in the presence of high-dimensional covariates
- Asymptotics for sliced average variance estimation
- A note on cumulative mean estimation
- Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
- Projection pursuit multi-index (PPMI) models
- Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression
- A novel regularization method for estimation and variable selection in multi-index models
- Estimation for single-index models via martingale difference divergence
- Stable direction recovery in single-index models with a diverging number of predictors
- Dimension reduction estimation for central mean subspace with missing multivariate response
- A new sliced inverse regression method for multivariate response
- On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
- Sparse supervised dimension reduction in high dimensional classification
- Supervised dimension reduction for ordinal predictors
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- On forward sufficient dimension reduction for categorical and ordinal responses
- Variable selection and estimation for semi-parametric multiple-index models
- Inverse regression for spatially distributed functional data
- Martingale difference correlation and its use in high-dimensional variable screening
- Fourier transform approach for inverse dimension reduction method
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Feature filter for estimating central mean subspace and its sparse solution
- Robust MAVE through nonconvex penalized regression
- On model-free conditional coordinate tests for regressions
- Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
- Covariate information matrix for sufficient dimension reduction
- Kernel dimension reduction in regression
- Nonlinear interaction detection through partial dimension reduction with missing response data
- Model-based SIR for dimension reduction
- A note on sufficient dimension reduction
- Dimension reduction and estimation in the secondary analysis of case-control studies
- A simple two-sample test in high dimensions based on \(L^2\)-norm
- Heteroscedasticity checks for single index models
- Contour regression: a general approach to dimension reduction
- On relative efficiency of principal Hessian directions
- High-dimensional sufficient dimension reduction through principal projections
- Conditional variance estimator for sufficient dimension reduction
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- A general theory for nonlinear sufficient dimension reduction: formulation and estimation
- Central quantile subspace
- Robust estimation and variable selection in sufficient dimension reduction
- Cluster-based least absolute deviation regression for dimension reduction
- Statistical inference of heterogeneous treatment effect based on single-index model
- Chi-squared tests in \(k\)th-moment sufficient dimension reduction
- A new estimator for efficient dimension reduction in regression
- scientific article; zbMATH DE number 5586093 (Why is no real title available?)
- On a new class of sufficient dimension reduction estimators
- A structured covariance ensemble for sufficient dimension reduction
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Targeted principal components regression
- Advance of the sufficient dimension reduction
- On dimension folding of matrix- or array-valued statistical objects
- High-dimensional regression analysis with treatment comparisons
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Dimension reduction for the conditional kth moment via central solution space
- Statistical learning on emerging economies
- Minimax adaptive dimension reduction for regression
- Dimension reduction for the conditional mean in regressions with categorical predictors
- Sufficient dimension reduction for populations with structured heterogeneity
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- Determining the dimension of iterative Hessian transformation
- An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding
- Sufficient dimension reduction and prediction in regression: asymptotic results
- Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach
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