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?)
- Asymptotics of graphical projection pursuit
- Diagnostics for heteroscedasticity in regression
- Estimating the structural dimension of regressions via parametric inverse regression
- Graphics for Regressions With a Binary Response
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On almost linearity of low dimensional projections from high dimensional data
- On the Interpretation of Regression Plots
- Principal Hessian Directions Revisited
- Regression analysis under link violation
- Reweighting to Achieve Elliptically Contoured Covariates in Regression
- 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)- An adaptive composite quantile approach to dimension reduction
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Dimension reduction for the conditional mean in regressions with categorical predictors
- A goodness-of-fit test for variable-adjusted models
- scientific article; zbMATH DE number 5586093 (Why is no real title available?)
- Advances in seeded dimension reduction: bootstrap criteria and extensions
- Partially linear single index Cox regression model in nested case-control studies
- Contour regression: a general approach to dimension reduction
- Heteroscedasticity checks for single index models
- A new sliced inverse regression method for multivariate response
- Martingale difference correlation and its use in high-dimensional variable screening
- Testing predictor contributions in sufficient dimension reduction.
- itdr
- Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
- Response dimension reduction: model-based approach
- An adaptive estimation of MAVE
- Semiparametric mixtures of regressions with single-index for model based clustering
- Statistical inference of heterogeneous treatment effect based on single-index model
- Learning gradients on manifolds
- Predictive power of principal components for single-index model and sufficient dimension reduction
- On model-free conditional coordinate tests for regressions
- Model averaging assisted sufficient dimension reduction
- Model-free variable selection for conditional mean in regression
- A constructive approach to the estimation of dimension reduction directions
- Sparse supervised dimension reduction in high dimensional classification
- Projection pursuit multi-index (PPMI) models
- On dimension folding of matrix- or array-valued statistical objects
- The sliced inverse regression algorithm as a maximum likelihood procedure
- Mean response estimation with missing response in the presence of high-dimensional covariates
- Determining the dimension of iterative Hessian transformation
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Supervised dimension reduction for ordinal predictors
- A brief review of linear sufficient dimension reduction through optimization
- Kernel dimension reduction in regression
- Sliced inverse regression for multivariate response regression
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- A simple two-sample test in high dimensions based on \(L^2\)-norm
- An RKHS formulation of the inverse regression dimension-reduction problem
- Principal support vector machines for linear and nonlinear sufficient dimension reduction
- Sufficient dimension reduction and prediction in regression: asymptotic results
- Partial martingale difference correlation
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
- A general theory for nonlinear sufficient dimension reduction: formulation and estimation
- An Adaptive Estimation of Dimension Reduction Space
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Covariate information matrix for sufficient dimension reduction
- Iterative application of dimension reduction methods
- Noisy independent factor analysis model for density estimation and classification
- An integral transform method for estimating the central mean and central subspaces
- Estimation for a partial-linear single-index model
- Dimension reduction via local rank regression
- Efficient estimation in heteroscedastic single-index models
- Moment-based dimension reduction for multivariate response regression
- On distribution-weighted partial least squares with diverging number of highly correlated predictors
- Stable direction recovery in single-index models with a diverging number of predictors
- Central quantile subspace
- A semiparametric approach to dimension reduction
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- On efficient dimension reduction with respect to a statistical functional of interest
- Estimating multi-index models with response-conditional least squares
- Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more
- On principal Hessian directions for multivariate response regressions
- Robust inference of conditional average treatment effects using dimension reduction
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Dimension reduction for the conditional \(k\)th moment via central solution space
- Inverse regression for longitudinal data
- Efficient dimension reduction for multivariate response data
- Sliced inverse moment regression using weighted chi-squared tests for dimension reduction
- Cluster-based least absolute deviation regression for dimension reduction
- A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
- Robust estimation and variable selection in sufficient dimension reduction
- Asymptotics for sliced average variance estimation
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach
- Optimal sufficient dimension reduction for the conditional mean in multivariate regression
- Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach
- On surrogate dimension reduction for measurement error regression: An invariance law
- Distributed mean dimension reduction through semi-parametric approaches
- Dimension reduction for regression estimation with nearest neighbor method
- Dimension reduction and estimation in the secondary analysis of case-control studies
- Nonlinear interaction detection through partial dimension reduction with missing response data
- Estimation and inference on central mean subspace for multivariate response data
- A slice of multivariate dimension reduction
- Sufficient dimension reduction in regressions through cumulative Hessian directions
- Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
- \(T_3\)-plot for testing spherical symmetry for high-dimensional data with a small sample size
- Targeted principal components regression
- Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units
- Cluster-based estimation for sufficient dimension reduction
- Variable selection and estimation for semi-parametric multiple-index models
- Nonlinear predictive directions in clinical trials
- Canonical kernel dimension reduction
- A note on sufficient dimension reduction
- A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
- Extending Save and PHD
- Estimation for single-index models via martingale difference divergence
- A structured covariance ensemble for sufficient dimension reduction
- An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding
- Nonlinear surface regression with dimension reduction method
- A nonparametric test for elliptical distribution based on kernel embedding of probabilities
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