On Directional Regression for Dimension Reduction
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(only showing first 100 items - show all)- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Partial central subspace and sliced average variance estimation
- Efficient estimation in sufficient dimension reduction
- Dimension reduction for nonelliptically distributed predictors
- Dimension reduction based on weighted variance estimate
- Contour projected dimension reduction
- A constructive approach to the estimation of dimension reduction directions
- Entropy-based sliced inverse regression
- Dimension reduction with missing response at random
- Functional \(k\)-means inverse regression
- Dimension reduction based on conditional multiple index density function
- Nonlinear surface regression with dimension reduction method
- A sequential test for variable selection in high dimensional complex data
- Dimension reduction and estimation in the secondary analysis of case-control studies
- Quantile-slicing estimation for dimension reduction in regression
- Penalized principal logistic regression for sparse sufficient dimension reduction
- Sufficient dimension reduction constrained through sub-populations
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity
- On dual model-free variable selection with two groups of variables
- Continuum directions for supervised dimension reduction
- Supervised dimension reduction for ordinal predictors
- On sufficient dimension reduction with missing responses through estimating equations
- Functional envelope for model-free sufficient dimension reduction
- Estimating a sparse reduction for general regression in high dimensions
- Using DAGs to identify the sufficient dimension reduction in the principal fitted components model
- Principal weighted logistic regression for sufficient dimension reduction in binary classification
- Dimension reduction-based significance testing in nonparametric regression
- Slice inverse regression with score functions
- Linearity identification for general partial linear single-index models
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
- Sufficient dimension reduction in multivariate regressions with categorical predictors
- Sufficient dimension reduction in regressions through cumulative Hessian directions
- On determining the structural dimension via directional regression
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Iterative application of dimension reduction methods
- A general theory for nonlinear sufficient dimension reduction: formulation and estimation
- On testing common indices for two multi-index models: a link-free approach
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- Sufficient dimension reduction and instrument search for data with nonignorable nonresponse
- Estimating multi-index models with response-conditional least squares
- On the usage of joint diagonalization in multivariate statistics
- Surrogate space based dimension reduction for nonignorable nonresponse
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Fusing sufficient dimension reduction with neural networks
- Dimension reduction for functional data based on weak conditional moments
- Functional sufficient dimension reduction through average Fréchet derivatives
- High-dimensional sufficient dimension reduction through principal projections
- Outcome regression-based estimation of conditional average treatment effect
- B-scaling: a novel nonparametric data fusion method
- Sparse SIR: optimal rates and adaptive estimation
- Nonparametric variable selection and its application to additive models
- Generalized kernel-based inverse regression methods for sufficient dimension reduction
- On post dimension reduction statistical inference
- Robust dimension reduction using sliced inverse median regression
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
- Estimating covariance and precision matrices along subspaces
- Sliced inverse median difference regression
- Partial dynamic dimension reduction for conditional mean in regression
- Normal approximation and confidence region of singular subspaces
- Envelope method with ignorable missing data
- An ensemble of inverse moment estimators for sufficient dimension reduction
- Feature filter for estimating central mean subspace and its sparse solution
- Graph informed sliced inverse regression
- Robust inverse regression for dimension reduction
- Robust estimating equation-based sufficient dimension reduction
- Model-based SIR for dimension reduction
- Central quantile subspace
- Groupwise sufficient dimension reduction via conditional distance clustering
- Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates
- Adaptive-to-model checking for regressions with diverging number of predictors
- Sliced inverse regression for integrative multi-omics data analysis
- Gauss-Christoffel quadrature for inverse regression: applications to computer experiments
- Robust sufficient dimension reduction via ball covariance
- A note on cumulative mean estimation
- Sparse sufficient dimension reduction using optimal scoring
- Reduced form vector directional quantiles
- A link-free approach for testing common indices for three or more multi-index models
- On dimension folding of matrix- or array-valued statistical objects
- On a new hybrid estimator for the central mean space
- A minimum projected-distance test for parametric single-index Berkson models
- Sufficient dimension reduction and prediction in regression: asymptotic results
- A goodness-of-fit test for variable-adjusted models
- On sufficient dimension reduction for proportional censorship model with covariates
- New efficient estimation and variable selection in models with single-index structure
- QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
- Contour regression: a general approach to dimension reduction
- On the optimality of sliced inverse regression in high dimensions
- Approximation of quasiperiodic signal phase trajectory using directional regression
- A robust proposal of estimation for the sufficient dimension reduction problem
- On cross-distance selection algorithm for hybrid sufficient dimension reduction
- Conditional regression for single-index models
- Sufficient dimension reduction via principal L\(q\) support vector machine
- A cost based reweighted scheme of principal support vector machine
- An empirical process view of inverse regression
- On central matrix based methods in dimension reduction
- Sliced inverse regression and independence in random marked sets with covariates
- Probability-enhanced effective dimension reduction for classifying sparse functional data
- On permutation tests for predictor contribution in sufficient dimension reduction
- On distribution-weighted partial least squares with diverging number of highly correlated predictors
- Probability-enhanced sufficient dimension reduction for binary classification
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