On cumulative slicing estimation for high dimensional data
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Cites work
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 788275 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A useful variant of the Davis-Kahan theorem for statisticians
- An asymptotic theory for sliced inverse regression
- An overview of the estimation of large covariance and precision matrices
- Brownian distance covariance
- Combining eigenvalues and variation of eigenvectors for order determination
- Comment
- Concentration inequalities and moment bounds for sample covariance operators
- Correlation pursuit: forward stepwise variable selection for index models
- Covariance regularization by thresholding
- Determining the Dimension in Sliced Inverse Regression and Related Methods
- Dimension reduction in regressions through cumulative slicing estimation
- High-dimensional graphs and variable selection with the Lasso
- Measuring and testing dependence by correlation of distances
- Model-free feature screening for ultrahigh-dimensional data
- On Directional Regression for Dimension Reduction
- On Sliced Inverse Regression With High-Dimensional Covariates
- On consistency and sparsity for sliced inverse regression in high dimensions
- On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
- Sliced Inverse Regression for Dimension Reduction
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Sparse sliced inverse regression via Lasso
- Variable selection for general index models via sliced inverse regression
Cited in
(9)- Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates
- Dimension reduction in regressions through cumulative slicing estimation
- A note on cumulative mean estimation
- Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
- Aggregate Inverse Mean Estimation for Sufficient Dimension Reduction
- On Sliced Inverse Regression With High-Dimensional Covariates
- A convex formulation for high-dimensional sparse sliced inverse regression
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