Testing predictor contributions in sufficient dimension reduction.

From MaRDI portal
Publication:1879930

DOI10.1214/009053604000000292zbMath1092.62046arXivmath/0406520OpenAlexW3102927666MaRDI QIDQ1879930

R. Dennis Cook

Publication date: 15 September 2004

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

Full work available at URL: https://arxiv.org/abs/math/0406520



Related Items

A selective overview of sparse sufficient dimension reduction, Sparse sufficient dimension reduction using optimal scoring, Sufficient dimension reduction via principal L\(q\) support vector machine, Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units, A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction, Sparse Sliced Inverse Regression via Cholesky Matrix Penalization, A sequential test for variable selection in high dimensional complex data, Multiple Loci Mapping via Model-free Variable Selection, On permutation tests for predictor contribution in sufficient dimension reduction, Optimal sufficient dimension reduction in regressions with categorical predictors, Graph-Assisted Inverse Regression for Count Data and Its Application to Sequencing Data, Model-Free Variable Selection With Matrix-Valued Predictors, Independence index sufficient variable screening for categorical responses, Penalized principal logistic regression for sparse sufficient dimension reduction, Model-Free Variable Selection, On sliced inverse regression with missing values, Data-driven algorithms for dimension reduction in causal inference, On dual model-free variable selection with two groups of variables, A robust inverse regression estimator, On a new hybrid estimator for the central mean space, Central subspaces review: methods and applications, Sparse SIR: optimal rates and adaptive estimation, Dimension estimation in sufficient dimension reduction: a unifying approach, A structured covariance ensemble for sufficient dimension reduction, Sufficient dimension reduction for clustered data via finite mixture modelling, A note on marginal coordinate test in sufficient dimension reduction, Coordinate-independent sparse sufficient dimension reduction and variable selection, Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates, Sufficient dimension folding via tensor inverse regression, Dimension reduction based linear surrogate variable approach for model free variable selection, Sparse dimension reduction based on energy and ball statistics, A link-free method for testing the significance of predictors, Estimating a sparse reduction for general regression in high dimensions, On model-free conditional coordinate tests for regressions, On determining the structural dimension via directional regression, A Note on Sliced Inverse Regression with Regularizations, A Model-free Variable Screening Method Based on Leverage Score, Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach, On sufficient dimension reduction for proportional censorship model with covariates, Variable selection in a class of single-index models, Variable selection for general index models via sliced inverse regression, Shrinkage Inverse Regression Estimation for Model-Free Variable Selection, Dimension reduction based on constrained canonical correlation and variable filtering, Ranking the importance of variables in nonlinear system identification, Principal weighted logistic regression for sufficient dimension reduction in binary classification, Conditionally specified models and dimension reduction in the exponential families, Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression, Trace pursuit variable selection for multi-population data, An ensemble of inverse moment estimators for sufficient dimension reduction, Sufficient Dimension Reduction for Censored Regressions, Multiple-population shrinkage estimation via sliced inverse regression, Interpretable sparse SIR for functional data, Pruning a sufficient dimension reduction with ap-value guided hard-thresholding, Efficient reconstructions of Common Era climate via integrated nested Laplace approximations, Estimating sufficient reductions of the predictors in abundant high-dimensional regressions, Sliced Inverse Regression with Regularizations, Robust variable selection through MAVE, Sufficient dimension reduction in multivariate regressions with categorical predictors, Sufficient dimension reduction and prediction through cumulative slicing PFC, Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors, Partial central subspace and sliced average variance estimation, A note on sliced inverse regression with missing predictors, An Empirical Process View of Inverse Regression, A novel moment-based sufficient dimension reduction approach in multivariate regression, Asymptotic and bootstrap tests for subspace dimension, Advanced topics in sliced inverse regression, A model-free conditional screening approach via sufficient dimension reduction, Sliced inverse regression for integrative multi-omics data analysis, Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension, A note on cumulative mean estimation, Variable selection and estimation for semi-parametric multiple-index models



Cites Work