Asymptotics for kernel estimate of sliced inverse regression
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Publication:1816971
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Cites work
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Cited in
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- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
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- Feature filter for estimating central mean subspace and its sparse solution
- Robust inverse regression for dimension reduction
- Statistical inference for the index parameter in single-index models
- Variable selection for covariate adjusted regression model
- Testing the significance of index parameters in varying-coefficient single-index models
- On kernel method for sliced average variance estimation
- On dimension folding of matrix- or array-valued statistical objects
- Covariate-adjusted nonlinear regression
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- Robust estimation for partially linear models with large-dimensional covariates
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- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- Dimension reduction regressions with measurement errors subject to additive distortion
- The maximum separation subspace in sufficient dimension reduction with categorical response
- Efficient estimation of conditional covariance matrices for dimension reduction
- Random sliced inverse regression
- Dimension reduction via adaptive slicing
- Sparse sufficient dimension reduction with heteroscedasticity
- Wavelet-based estimation in a semiparametric regression model
- A note on the semiparametric approach to dimension reduction
- Rates of convergence in conditional covariance matrix with nonparametric entries estimation
- Estimation in single-index varying-coefficient panel data model
- Variable importance assessment in sliced inverse regression for variable selection
- Lasso-type estimation for covariate-adjusted linear model
- Strong consistency of kernel estimator in a semiparametric regression model
- Covariate-adjusted regression for distorted longitudinal data with informative observation times
- Multilayer Perceptron with Functional Inputs: an Inverse Regression Approach
- Inverse Regression in Binary Response LDV Model
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- Variable-dependent partial dimension reduction
- Strong consistency of kernel method for sliced average variance estimation
- Missing data analysis with sufficient dimension reduction
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