Asymptotics for kernel estimate of sliced inverse regression

From MaRDI portal
Publication:1816971

DOI10.1214/aos/1032526955zbMath0864.62027OpenAlexW2093701508MaRDI QIDQ1816971

Kai-Tai Fang, Li Xing Zhu

Publication date: 1 December 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526955




Related Items

Online sparse sliced inverse regression for high-dimensional streaming dataRecursive kernel estimator in a semiparametric regression modelA new reproducing kernel‐based nonlinear dimension reduction method for survival dataVariable-dependent partial dimension reductionStrong consistency of kernel method for sliced average variance estimationMissing data analysis with sufficient dimension reductionDimension reduction with expectation of conditional difference measureEmpirical likelihood and estimation in single-index varying-coefficient models with censored dataA post-screening diagnostic study for ultrahigh dimensional dataSmoothed average variance estimation for dimension reduction with functional dataA note On outlier sensitivity of Sliced Inverse RegressionTesting the significance of index parameters in varying-coefficient single-index modelsDimension reduction with missing response at randomDimension reduction via adaptive slicingPOOLED SLICING METHODS VERSUS SLICING METHODSEstimation in linear regression models with measurement errors subject to single-indexed distortionTesting predictor contributions in sufficient dimension reduction.A Sliced Inverse Regression Approach for a Stratified PopulationA new sliced inverse regression method for multivariate responseAn Adaptive Estimation of Dimension Reduction SpaceTwo cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of predictionOn kernel method for sliced average variance estimationOn dimension folding of matrix- or array-valued statistical objectsFréchet kernel sliced inverse regressionA data-adaptive hybrid method for dimension reductionSparse sufficient dimension reduction with heteroscedasticityCovariate-adjusted nonlinear regressionInference for biased transformation modelsHeteroscedasticity testing for regression models: a dimension reduction-based model adaptive approachWavelet-based estimation in a semiparametric regression modelA note on the semiparametric approach to dimension reductionRates of convergence in conditional covariance matrix with nonparametric entries estimationUnnamed ItemOn sufficient dimension reduction with missing responses through estimating equationsThe hybrid method of FSIR and FSAVE for functional effective dimension reductionEstimation in single-index varying-coefficient panel data modelCentral subspaces review: methods and applicationsVariable importance assessment in sliced inverse regression for variable selectionStatistical inference in partially-varying-coefficient single-index modelSufficient dimension reduction in regressions through cumulative Hessian directionsMulti-index regression models with missing covariates at randomSeries expansion for functional sufficient dimension reductionA goodness-of-fit test for variable-adjusted modelsSemi-parametric rank regression with missing responsesGeneralized kernel-based inverse regression methods for sufficient dimension reductionDimension reduction in partly linear error-in-response models with validation dataOn post dimension reduction statistical inferenceEstimation of inverse mean: an orthogonal series approachEstimated conditional score function for missing mechanism model with nonignorable nonresponseOn model-free conditional coordinate tests for regressionsAn alternating determination-optimization approach for an additive multi-index modelA dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariatesEmpirical likelihood for single-index varying-coefficient modelsA robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariatesOn a dimension reduction regression with covariate adjustmentApplication of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIRαMethodRobust estimation for partially linear models with large-dimensional covariatesMean response estimation with missing response in the presence of high-dimensional covariatesVariable selection in a class of single-index modelsAn adaptive composite quantile approach to dimension reductionPartial dynamic dimension reduction for conditional mean in regressionEstimation for varying coefficient partially nonlinear models with distorted measurement errorsLasso-type estimation for covariate-adjusted linear modelThe adjustment of covariates in Cox's model under case-cohort designOn spline approximation of sliced inverse regressionFeature filter for estimating central mean subspace and its sparse solutionA nonparametric test for covariate-adjusted modelsDimension Reduction in Regressions through Weighted Variance EstimationOn consistency and sparsity for sliced inverse regression in high dimensionsSliced inverse regression in reference curves estimationDimension reduction-based significance testing in nonparametric regressionDimension reduction in functional regression with applicationsA sparse eigen-decomposition estimation in semiparametric regressionRobust inverse regression for dimension reductionPooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariatesMultilayer Perceptron with Functional Inputs: an Inverse Regression ApproachStatistical inference for the index parameter in single-index modelsVariable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression ModelsEmpirical likelihood for single-index modelsAsymptotics for sliced average variance estimationInverse Regression in Binary Response LDV ModelDimension reduction in spatial regression with kernel SAVE methodOn splines approximation for sliced average variance estimationA graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approachesStrong consistency of kernel estimator in a semiparametric regression modelDimension reduction regressions with measurement errors subject to additive distortionNonparametric estimation of the first order Sobol indices with bootstrap bandwidthEmpirical Likelihood Confidence Intervals for Response Mean with Data Missing at RandomA new approach on recursive and non-recursive SIR methodsStatistical inference for a single-index varying-coefficient modelDimension reduction for nonelliptically distributed predictorsOn hybrid methods of inverse regression-based algorithmsEfficient estimation of conditional covariance matrices for dimension reductionAn Empirical Process View of Inverse RegressionRandom sliced inverse regressionAdvanced topics in sliced inverse regressionEmpirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation dataAn Extended Single‐index Model with Missing Response at RandomEstimation for partially varying-coefficient single-index models with distorted measurement errorsEmpirical Likelihood Confidence Regions in a Partially Linear Single-Index ModelCovariate-Adjusted Regression for Distorted Longitudinal Data With Informative Observation TimesContour projected dimension reductionInference for non-probability samples under high-dimensional covariate-adjusted superpopulation modelApplied regression analysis bibliography update 1994-97Dimension-reduction type test for linearity of a stochastic regression modelAsymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approachA non-iterative approach to estimating parameters in a linear structural equation modelVariable selection for covariate adjusted regression modelSome extensions of multivariate sliced inverse regressionOn Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models



Cites Work