Dimension reduction for non-elliptically distributed predictors: second-order methods
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Cited in
(47)- Efficient estimation in sufficient dimension reduction
- Dimension reduction for nonelliptically distributed predictors
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Transformation-based estimation
- Dimension reduction and estimation in the secondary analysis of case-control studies
- On sufficient dimension reduction with missing responses through estimating equations
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
- Surrogate space based dimension reduction for nonignorable nonresponse
- Central subspaces review: methods and applications
- Sparse SIR: optimal rates and adaptive estimation
- Generalized kernel-based inverse regression methods for sufficient dimension reduction
- Robust dimension reduction using sliced inverse median regression
- Envelope method with ignorable missing data
- An ensemble of inverse moment estimators for sufficient dimension reduction
- Robust inverse regression for dimension reduction
- Robust estimating equation-based sufficient dimension reduction
- Central quantile subspace
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- On a new hybrid estimator for the central mean space
- On efficient dimension reduction with respect to a statistical functional of interest
- Improving dimension reduction via contour-projection
- On the conditional distributions of low-dimensional projections from high-dimensional data
- General directional regression
- Dimension reduction for the conditional kth moment via central solution space
- On sliced inverse regression with missing values
- On the second-order inverse regression methods for a general type of elliptical predictors
- Tensor sliced inverse regression
- A semiparametric approach to dimension reduction
- A note on sliced inverse regression with missing predictors
- Fused estimators of the central subspace in sufficient dimension reduction
- A model-free conditional screening approach via sufficient dimension reduction
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
- Dealing with big data: comparing dimension reduction and shrinkage regression methods
- Covariate information matrix for sufficient dimension reduction
- Direction estimation in a general regression model with discrete predictors
- Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction
- Variable-dependent partial dimension reduction
- Dimension reduction with expectation of conditional difference measure
- Mixed effects envelope models
- Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
- The inner partial least square: an exploration of the ``necessary dimension reduction
- Semiparametrically Efficient Method for Enveloped Central Space
- New forest-based approaches for sufficient dimension reduction
- A general framework to extend sufficient dimension reductions to the cases of the mixture multivariate elliptical distributions
- Adjusting inverse regression for predictors with clustered distribution
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