Sliced Regression for Dimension Reduction
From MaRDI portal
Publication:129274
DOI10.1198/016214508000000418zbMATH Open1306.62168OpenAlexW2085143070MaRDI QIDQ129274FDOQ129274
Authors: Hansheng Wang, Yingcun Xia, Hansheng Wang, Yingcun Xia
Publication date: 1 June 2008
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214508000000418
Recommendations
- Flexible dimension reduction in regression
- Some extensions of multivariate sliced inverse regression
- Dimension reduction in regressions through cumulative slicing estimation
- Sliced inverse regression for multivariate response regression
- Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations
sliced inverse regressioncross-validationsufficient dimension reductionearnings forecastminimum average variance estimation
Cited In (only showing first 100 items - show all)
- An adaptive estimation of MAVE
- A brief review of linear sufficient dimension reduction through optimization
- Robust inference of conditional average treatment effects using dimension reduction
- Dimension reduction using the generalized gradient direction
- Marginal tests with sliced average variance estimation
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
- On expectile-assisted inverse regression estimation for sufficient dimension reduction
- Some extensions of multivariate sliced inverse regression
- A partially linear single-index transformation model and its nonparametric estimation
- A data-adaptive hybrid method for dimension reduction
- Contour projected dimension reduction
- Advances in seeded dimension reduction: bootstrap criteria and extensions
- Estimating central subspaces via inverse third moments
- A semiparametric approach to dimension reduction
- Estimating multi-index models with response-conditional least squares
- Dimension reduction in regressions through cumulative slicing estimation
- Entropy-based sliced inverse regression
- Sliced inverse regression and independence in random marked sets with covariates
- Likelihood-based sufficient dimension reduction
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- A unified approach to sufficient dimension reduction
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- A selective overview of sparse sufficient dimension reduction
- On a Principal Varying Coefficient Model
- Quantile-slicing estimation for dimension reduction in regression
- Estimation on inverse regression using principal components of covariance matrix of sliced data
- Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations
- Covariate information matrix for sufficient dimension reduction
- The EFM approach for single-index models
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- The maximum separation subspace in sufficient dimension reduction with categorical response
- Online sufficient dimension reduction through sliced inverse regression
- Using intraslice covariances for improved estimation of the central subspace in regression
- Dimension reduction for functional regression with a binary response
- A new estimator for efficient dimension reduction in regression
- Central quantile subspace
- Robust estimation and variable selection in sufficient dimension reduction
- On spline approximation of sliced inverse regression
- A structured covariance ensemble for sufficient dimension reduction
- Sparse SIR: optimal rates and adaptive estimation
- On a new class of sufficient dimension reduction estimators
- Projection expectile regression for sufficient dimension reduction
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Cluster-based sliced inverse regression
- Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
- A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
- An adaptive composite quantile approach to dimension reduction
- On Directional Regression for Dimension Reduction
- Canonical kernel dimension reduction
- Sufficient dimension reduction via Bayesian mixture modeling
- Optimal quantization applied to sliced inverse regression
- Sliced inverse moment regression using weighted chi-squared tests for dimension reduction
- Fused estimators of the central subspace in sufficient dimension reduction
- Comment
- Kernel sliced inverse regression: regularization and consistency
- Classification via Bayesian Nonparametric Learning of Affine Subspaces
- Dimension reduction based linear surrogate variable approach for model free variable selection
- Using sliced inverse mean difference for sufficient dimension reduction
- Estimation of inverse mean: an orthogonal series approach
- The ensemble conditional variance estimator for sufficient dimension reduction
- Inverse regression for longitudinal data
- MAVE
- A constructive approach to the estimation of dimension reduction directions
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- An ensemble of inverse moment estimators for sufficient dimension reduction
- Calibrating covariate informed product partition models
- A note on shrinkage sliced inverse regression
- Dimension reduction based on weighted variance estimate
- Iterative application of dimension reduction methods
- Semiparametric mixtures of regressions with single-index for model based clustering
- Penalized principal logistic regression for sparse sufficient dimension reduction
- On efficient dimension reduction with respect to a statistical functional of interest
- Sliced inverse regression for multivariate response regression
- Sufficient Dimension Reduction via Inverse Regression
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Multiple-population shrinkage estimation via sliced inverse regression
- Direction estimation in single-index models via distance covariance
- Efficiency loss and the linearity condition in dimension reduction
- Robust dimension reduction using sliced inverse median regression
- Asymptotics for kernel estimation of slicing average third-moment estimation
- Sliced inverse median difference regression
- Sufficient dimension reduction via distance covariance with multivariate responses
- A post-screening diagnostic study for ultrahigh dimensional data
- A note on cumulative mean estimation
- The effect of data contamination in sliced inverse regression and finite sample breakdown point
- Dimension reduction via adaptive slicing
- On forward sufficient dimension reduction for categorical and ordinal responses
- Variable selection and estimation for semi-parametric multiple-index models
- On sufficient dimension reduction for proportional censorship model with covariates
- Fréchet kernel sliced inverse regression
- Feature filter for estimating central mean subspace and its sparse solution
- Robust MAVE through nonconvex penalized regression
- Slice inverse regression with score functions
- Overlapping sliced inverse regression for dimension reduction
- Dimension reduction with expectation of conditional difference measure
- Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
- Variable-dependent partial dimension reduction
- Sufficient dimension reduction for survival data analysis with error-prone variables
- On cumulative slicing estimation for high dimensional data
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
This page was built for publication: Sliced Regression for Dimension Reduction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q129274)