Two cross-validation criteria for SIR_ and PSIR_ methods in view of prediction

DOI10.1007/BF03354618MaRDI QIDQ1887233zbMATH OpenFDO

Authors Ali Gannoun, Jérôme Saracco

Publication date 24 November 2004

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

sliced inverse regressionbandwidth selectionNadaraya-Watson estimatormixed SIRsingle index regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09)

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• Comment
• Determining the Dimension in Sliced Inverse Regression and Related Methods
• Determining the Dimensionality in Sliced Inverse Regression
• Estimating the structural dimension of regressions via parametric inverse regression
• Measurement Error Regression with Unknown Link: Dimension Reduction and Data Visualization
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• POOLED SLICING METHODS VERSUS SLICING METHODS
• Semiparametric methods in econometrics
• Sliced Inverse Regression for Dimension Reduction
• Sliced inverse regression (SIR): An appraisal of small sample alternatives to slicing
• Slicing regression: A link-free regression method
• Smoothing methods in statistics

Cited in

(5)

• Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates
• Some extensions of multivariate sliced inverse regression
• On hybrid methods of inverse regression-based algorithms
• Variable importance assessment in sliced inverse regression for variable selection
• Sliced inverse regression in reference curves estimation

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