Partial central subspace and sliced average variance estimation

DOI10.1016/J.JSPI.2008.06.002MaRDI QIDQ1007475zbMATHOpenAlexWikidataFDO

Authors Yongwu Shao, R. Dennis Cook, Sanford Weisberg

Publication date 20 March 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.06.002

zbMATH Keywords

marginal testspartial IRE

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 1345918 (Why is no real title available?)
• Asymptotic inference for eigenvectors
• Comment
• Dimension Reduction in Binary Response Regression
• Marginal tests with sliced average variance estimation
• On Directional Regression for Dimension Reduction
• On the Interpretation of Regression Plots
• Optimal sufficient dimension reduction in regressions with categorical predictors
• Sliced Inverse Regression for Dimension Reduction
• Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations
• Sufficient Dimension Reduction via Inverse Regression
• Sufficient dimension reduction in regressions with categorical predictors
• Testing predictor contributions in sufficient dimension reduction.

Cited in

(17)

• Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates
• A new sliced inverse regression method for multivariate response
• Marginal tests with sliced average variance estimation
• Transformed central quantile subspace
• Projection expectile regression for sufficient dimension reduction
• Model selection among dimension-reduced generalized Cox models
• A sliced inverse regression approach for data stream
• A link-free approach for testing common indices for three or more multi-index models
• Partial sufficient dimension reduction on joint model of recurrent and terminal events
• On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
• Partial dynamic dimension reduction for conditional mean in regression
• Sliced average variance estimation for censored data
• Using intraslice covariances for improved estimation of the central subspace in regression
• Dimension reduction in functional regression with categorical predictor
• Central quantile subspace
• Supervised dimensionality reduction via distance correlation maximization
• Trace pursuit variable selection for multi-population data

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Uses Software

• ARC

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