Dimension reduction for conditional mean in regression

DOI10.1214/AOS/1021379861zbMATH Open1012.62035OpenAlexW2159813797MaRDI QIDQ1848945FDOQ1848945

Authors: R. Dennis Cook, Bing Li 

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

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)

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Cited In (only showing first 100 items - show all)

• An adaptive estimation of MAVE
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• itdr
• Robust inference of conditional average treatment effects using dimension reduction
• Model averaging assisted sufficient dimension reduction
• Model-free variable selection for conditional mean in regression
• The sliced inverse regression algorithm as a maximum likelihood procedure
• Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
• Efficient estimation in heteroscedastic single-index models
• A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
• Advances in seeded dimension reduction: bootstrap criteria and extensions
• A semiparametric approach to dimension reduction
• Estimating multi-index models with response-conditional least squares
• A goodness-of-fit test for variable-adjusted models
• An RKHS formulation of the inverse regression dimension-reduction problem
• An integral transform method for estimating the central mean and central subspaces
• Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more
• Mean response estimation with missing response in the presence of high-dimensional covariates
• Principal support vector machines for linear and nonlinear sufficient dimension reduction
• Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
• Asymptotics for sliced average variance estimation
• Projection pursuit multi-index (PPMI) models
• Stable direction recovery in single-index models with a diverging number of predictors
• A new sliced inverse regression method for multivariate response
• Sparse supervised dimension reduction in high dimensional classification
• Supervised dimension reduction for ordinal predictors
• Martingale difference correlation and its use in high-dimensional variable screening
• Covariate information matrix for sufficient dimension reduction
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
• On model-free conditional coordinate tests for regressions
• Kernel dimension reduction in regression
• A simple two-sample test in high dimensions based on \(L^2\)-norm
• Contour regression: a general approach to dimension reduction
• Heteroscedasticity checks for single index models
• A general theory for nonlinear sufficient dimension reduction: formulation and estimation
• Central quantile subspace
• Cluster-based least absolute deviation regression for dimension reduction
• Robust estimation and variable selection in sufficient dimension reduction
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• Statistical inference of heterogeneous treatment effect based on single-index model
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• On dimension folding of matrix- or array-valued statistical objects
• Sufficient dimension reduction based on an ensemble of minimum average variance estimators
• Dimension reduction for the conditional \(k\)th moment via central solution space
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• Inverse regression for longitudinal data
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• An Adaptive Estimation of Dimension Reduction Space
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• On distribution-weighted partial least squares with diverging number of highly correlated predictors
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• Longitudinal data analysis using sufficient dimension reduction method
• A note on the invariance law for surrogate dimension reduction
• Simultaneous estimation for semi-parametric multi-index models
• Partial dynamic dimension reduction for conditional mean in regression
• Functional sufficient dimension reduction through average Fréchet derivatives
• An empirical process view of inverse regression
• Nonlinear surface regression with dimension reduction method
• Asymptotic distributions for testing dimensionality in \(q\)-based pHd.
• A kernel-based measure for conditional mean dependence
• Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
• Dimension reduction for functional data based on weak conditional moments
• A novel regularization method for estimation and variable selection in multi-index models
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
• A note on cumulative mean estimation
• Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression
• Estimation for single-index models via martingale difference divergence
• On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
• Dimension reduction estimation for central mean subspace with missing multivariate response
• On forward sufficient dimension reduction for categorical and ordinal responses

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