DOI10.1006/jmva.1994.1041zbMath0805.62020OpenAlexW1985683489MaRDI QIDQ1333200
Morris L. Eaton, David E. Tyler
Publication date: 13 September 1994
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1041
Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients,
Testing predictor contributions in sufficient dimension reduction.,
Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression,
High dimensional covariance matrix estimation using a factor model,
A link-free approach for testing common indices for three or more multi-index models,
A unified approach to sufficient dimension reduction,
Determining the dimension of iterative Hessian transformation,
A simple proof and refinement of Wielandt's eigenvalue inequality,
Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data,
Dimension estimation in sufficient dimension reduction: a unifying approach,
Some correlation tests for vectors of large dimension,
Asymptotic theory of multiple-set linear canonical analysis,
Identification and estimation of sequential games of incomplete information with multiple equilibria,
A note on a Wielandt type norm inequality,
Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality,
Robust dimension reduction using sliced inverse median regression,
A chi-square test for dimensionality with non-Gaussian data,
Dimension reduction for the conditional mean in regressions with categorical predictors,
Inferences on correlation coefficients in some classes of nonnormal distributions,
Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality,
Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables,
Using sliced mean variance-covariance inverse regression for classification and dimension reduction,
Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications,
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices,
Sliced inverse moment regression using weighted chi-squared tests for dimension reduction,
Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation,
Sliced inverse regression for multivariate response regression,
Asymptotic and bootstrap tests for subspace dimension,
A local parameterization of orthogonal and semi-orthogonal matrices with applications,
Contour projected dimension reduction,
Dimension reduction for conditional mean in regression,
Sufficient dimension reduction in regressions with categorical predictors,
Contour regression: a general approach to dimension reduction,
Asymptotic distributions for testing dimensionality in \(q\)-based pHd.
