Estimation and inference on central mean subspace for multivariate response data
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Cites work
- An Adaptive Estimation of Dimension Reduction Space
- Approximation Theorems of Mathematical Statistics
- Dimension reduction for conditional mean in regression
- Efficiency loss and the linearity condition in dimension reduction
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- On Estimation Efficiency of the Central Mean Subspace
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On Sliced Inverse Regression With High-Dimensional Covariates
- On the Interpretation of Regression Plots
- Optimal smoothing in single-index models
- Regression analysis under link violation
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Sliced Inverse Regression for Dimension Reduction
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
Cited in
(11)- Distributed mean dimension reduction through semi-parametric approaches
- Partial central subspace and sliced average variance estimation
- Nonlinear interaction detection through partial dimension reduction with missing response data
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- On a new hybrid estimator for the central mean space
- scientific article; zbMATH DE number 5952281 (Why is no real title available?)
- Using intraslice covariances for improved estimation of the central subspace in regression
- On principal Hessian directions for multivariate response regressions
- A selective review of sufficient dimension reduction for multivariate response regression
- Dimension reduction estimation for central mean subspace with missing multivariate response
- A martingale-difference-divergence-based estimation of central mean subspace
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