Sufficient dimension reduction in multivariate regressions with categorical predictors

DOI10.1016/j.csda.2013.02.014zbMath1468.62077OpenAlexW2037581854MaRDI QIDQ1800068

Haileab Hilafu, Xiangrong Yin

Publication date: 19 October 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2013.02.014

zbMATH Keywords

dimension reductionvariable selectionsliced inverse regressioncentral subspaceprojective resampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Related Items (10)

Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units ⋮ A link-free approach for testing common indices for three or more multi-index models ⋮ A unified approach to sufficient dimension reduction ⋮ Partial projective resampling method for dimension reduction: with applications to partially linear models ⋮ Sufficient dimension reduction through informative predictor subspace ⋮ Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors ⋮ Partial dynamic dimension reduction for conditional mean in regression ⋮ Sufficient dimension reduction via distance covariance with multivariate responses ⋮ Minimum average variance estimation with group Lasso for the multivariate response central mean subspace ⋮ Random sliced inverse regression

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