Projection expectile regression for sufficient dimension reduction

DOI10.1016/J.CSDA.2022.107666MaRDI QIDQ6167053zbMATH OpenOpenAlexFDO

Authors Abdul-Nasah Soale

Publication date 7 July 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2022.107666

zbMATH Keywords

complex predictor structuredimension reductiondiscrete predictorsexpectile regressionlinearity assumption

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Recommendations

• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• Sufficient dimension reduction through discretization-expectation estimation
• Linear regression based projections for dimensionality reduction
• Sufficient dimension reduction and prediction in regression
• Sufficient dimension reduction and prediction in regression: asymptotic results
• Dimension reduction techniques for conditional expectiles
• Projection-based Inference for High-dimensional Linear Models
• The regression estimation with random projection
• On projection pursuit regression
• Projection estimation of regression functions

Cites work

• A brief review of linear sufficient dimension reduction through optimization
• A characterization of spherical distributions
• A constructive approach to the estimation of dimension reduction directions
• An adaptive composite quantile approach to dimension reduction
• An Adaptive Estimation of Dimension Reduction Space
• An adaptive estimation of MAVE
• Asymmetric Least Squares Estimation and Testing
• Comment
• Conditional Distance Correlation
• Consistent model specification tests
• On Directional Regression for Dimension Reduction
• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• On projection pursuit regression
• On sufficient dimension reduction via principal asymmetric least squares
• Partial central subspace and sliced average variance estimation
• Principal quantile regression for sufficient dimension reduction with heteroscedasticity
• Projection pursuit
• Projection pursuit in high dimensions
• Regression analysis under link violation
• Sliced Inverse Regression for Dimension Reduction
• Sliced Regression for Dimension Reduction
• Sufficient dimension reduction in regressions with categorical predictors
• Von Mises calculus for statistical functionals

Cited in

(3)

• Partial projective resampling method for dimension reduction: with applications to partially linear models
• Projective resampling estimation of informative predictor subspace for multivariate regression
• Sufficient dimension reduction through discretization-expectation estimation

This page was built for publication: Projection expectile regression for sufficient dimension reduction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6167053)