Dimension reduction for conditional mean in regression
From MaRDI portal
Publication:1848945
DOI10.1214/aos/1021379861zbMath1012.62035OpenAlexW2159813797MaRDI QIDQ1848945
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1021379861
Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)
Related Items
Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction, Quantile Martingale Difference Divergence for Dimension Reduction, Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units, Sliced Inverse Regression in Metric Spaces, An Adaptive Estimation of Dimension Reduction Space, Nonparametric approach to intervention time series modeling, Dimension reduction transfer function model, A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION, Determining the dimension of iterative Hessian transformation, Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction, Kernel dimension reduction in regression, On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors, Fourier transform approach for inverse dimension reduction method, On a new hybrid estimator for the central mean space, Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening, On relative efficiency of principal Hessian directions, Metric Learning via Cross-Validation, A minimum projected-distance test for parametric single-index Berkson models, Estimation for single-index models via martingale difference divergence, Statistical inference of heterogeneous treatment effect based on single-index model, An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding, Sufficient dimension reduction and prediction in regression: asymptotic results, A structured covariance ensemble for sufficient dimension reduction, A goodness-of-fit test for variable-adjusted models, High-dimensional local polynomial regression with variable selection and dimension reduction, Dimension reduction via local rank regression, Pairwise directions estimation for multivariate response regression data, Simultaneous estimation for semi-parametric multi-index models, Tail inverse regression: dimension reduction for prediction of extremes, Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction, On forward sufficient dimension reduction for categorical and ordinal responses, Nonlinear interaction detection through partial dimension reduction with missing response data, Sufficient dimension reduction for populations with structured heterogeneity, Mean response estimation with missing response in the presence of high-dimensional covariates, Sufficient dimension reduction on marginal regression for gaps of recurrent events, A Simple Two-Sample Test in High Dimensions Based on L2-Norm, On efficient dimension reduction with respect to a statistical functional of interest, Minimax adaptive dimension reduction for regression, Statistical learning on emerging economies, Dimension reduction in survival regressions with censored data via an imputed spline approach, On surrogate dimension reduction for measurement error regression: An invariance law, Dimension Reduction in Regressions through Weighted Variance Estimation, Chi-squared tests inkth-moment sufficient dimension reduction, Dimension reduction via marginal high moments in regression, Extending Save and PHD, Moment-based dimension reduction for multivariate response regression, A Note on the Invariance Law for Surrogate Dimension Reduction, A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches, A new estimator for efficient dimension reduction in regression, COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS, Covariate Information Matrix for Sufficient Dimension Reduction, Tobit model estimation and sliced inverse regression, An Empirical Process View of Inverse Regression, Sliced Average Variance Estimation for Censored Data, Response dimension reduction: model-based approach, On central matrix based methods in dimension reduction, Fisher information matrix: A tool for dimension reduction, projection pursuit, independent component analysis, and more, Efficient estimation in heteroscedastic single-index models, Contour regression: a general approach to dimension reduction, On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method, A novel regularization method for estimation and variable selection in multi-index models, A Semiparametric Approach to Dimension Reduction, New estimation for heteroscedastic single-index measurement error models, Dimension reduction for functional data based on weak conditional moments, Partially linear single index Cox regression model in nested case-control studies, Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach, Advances in seeded dimension reduction: bootstrap criteria and extensions, Projection pursuit multi-index (PPMI) models, A brief review of linear sufficient dimension reduction through optimization, Testing predictor contributions in sufficient dimension reduction., Nonlinear surface regression with dimension reduction method, Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression, A new sliced inverse regression method for multivariate response, Model averaging assisted sufficient dimension reduction, Model-free variable selection for conditional mean in regression, Functional sufficient dimension reduction through average Fréchet derivatives, The ensemble conditional variance estimator for sufficient dimension reduction, High-dimensional sufficient dimension reduction through principal projections, Conditional variance estimator for sufficient dimension reduction, Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction, Targeted principal components regression, Dimension reduction and estimation in the secondary analysis of case-control studies, On dimension folding of matrix- or array-valued statistical objects, Estimation for a partial-linear single-index model, On a new class of sufficient dimension reduction estimators, Nonlinear predictive directions in clinical trials, Robust estimation and variable selection in sufficient dimension reduction, Canonical kernel dimension reduction, Outcome regression-based estimation of conditional average treatment effect, Supervised dimension reduction for ordinal predictors, Estimation and inference on central mean subspace for multivariate response data, Sufficient dimension reduction in the presence of controlling variables, Learning gradients on manifolds, Dimension estimation in sufficient dimension reduction: a unifying approach, Sufficient dimension reduction in regressions through cumulative Hessian directions, Predictive power of principal components for single-index model and sufficient dimension reduction, \(T_3\)-plot for testing spherical symmetry for high-dimensional data with a small sample size, Generalized kernel-based inverse regression methods for sufficient dimension reduction, Coordinate-independent sparse sufficient dimension reduction and variable selection, Stable direction recovery in single-index models with a diverging number of predictors, On model-free conditional coordinate tests for regressions, Minimax risks for sparse regressions: ultra-high dimensional phenomenons, Dimension reduction for regression estimation with nearest neighbor method, Noisy independent factor analysis model for density estimation and classification, Sparse supervised dimension reduction in high dimensional classification, Iterative application of dimension reduction methods, A general theory for nonlinear sufficient dimension reduction: formulation and estimation, An adaptive estimation of MAVE, Principal support vector machines for linear and nonlinear sufficient dimension reduction, Sufficient dimension reduction based on an ensemble of minimum average variance estimators, Dimension reduction for the conditional \(k\)th moment via central solution space, Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach, On principal Hessian directions for multivariate response regressions, An adaptive composite quantile approach to dimension reduction, Partial dynamic dimension reduction for conditional mean in regression, Dimension reduction for the conditional mean in regressions with categorical predictors, Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects, Conditionally specified models and dimension reduction in the exponential families, Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion, Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression, A kernel-based measure for conditional mean dependence, Robust MAVE through nonconvex penalized regression, An ensemble of inverse moment estimators for sufficient dimension reduction, Feature filter for estimating central mean subspace and its sparse solution, On IPW-based estimation of conditional average treatment effects, Efficient dimension reduction for multivariate response data, Sufficient dimension reduction and variable selection for regression mean function with two types of predictors, Cluster-based estimation for sufficient dimension reduction, Inverse regression for longitudinal data, Longitudinal data analysis using sufficient dimension reduction method, A sparse eigen-decomposition estimation in semiparametric regression, Robust inverse regression for dimension reduction, High-dimensional regression analysis with treatment comparisons, Dimension reduction estimation for central mean subspace with missing multivariate response, Heteroscedasticity checks for single index models, The sliced inverse regression algorithm as a maximum likelihood procedure, Model-based SIR for dimension reduction, Sliced inverse moment regression using weighted chi-squared tests for dimension reduction, A note on sufficient dimension reduction, Asymptotics for sliced average variance estimation, Minimum average variance estimation with group Lasso for the multivariate response central mean subspace, A constructive approach to the estimation of dimension reduction directions, Quasi-likelihood estimation of the single index conditional variance model, Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates, Estimating multi-index models with response-conditional least squares, Partial martingale difference correlation, Semiparametric mixtures of regressions with single-index for model based clustering, Central quantile subspace, An RKHS formulation of the inverse regression dimension-reduction problem, Sliced inverse regression for multivariate response regression, A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE, A slice of multivariate dimension reduction, Adaptive-to-model checking for regressions with diverging number of predictors, Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present, Surrogate space based dimension reduction for nonignorable nonresponse, Fusing sufficient dimension reduction with neural networks, Cluster-based least absolute deviation regression for dimension reduction, An integral transform method for estimating the central mean and central subspaces, Assessing treatment effect through compliance score in randomized trials with noncompliance, A note on cumulative mean estimation, Variable selection and estimation for semi-parametric multiple-index models, itdr, Asymptotic distributions for testing dimensionality in \(q\)-based pHd.
Cites Work
- Unnamed Item
- Unnamed Item
- Diagnostics for heteroscedasticity in regression
- On almost linearity of low dimensional projections from high dimensional data
- The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
- Regression analysis under link violation
- Sufficient dimension reduction in regressions with categorical predictors
- Asymptotics of graphical projection pursuit
- Estimating the Structural Dimension of Regressions Via Parametric Inverse Regression
- Principal Hessian Directions Revisited
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On the Interpretation of Regression Plots
- Reweighting to Achieve Elliptically Contoured Covariates in Regression
- Graphics for Regressions With a Binary Response