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

DOI10.1007/BF03354618zbMATH Open1050.62044MaRDI QIDQ1887233FDOQ1887233

Authors: Ali Gannoun, Jérôme Saracco 

Publication date: 24 November 2004

Published in: Computational Statistics (Search for Journal in Brave)

Recommendations

• A new approach on recursive and non-recursive SIR methods
• Sliced inverse regression (SIR): An appraisal of small sample alternatives to slicing
• Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod
• Sliced inverse regression (SIR): An appraisal of small sample alternatives to slicing
• POOLED SLICING METHODS VERSUS SLICING METHODS

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)

Cites Work

• Smoothing methods in statistics
• Determining the Dimension in Sliced Inverse Regression and Related Methods
• Sliced Inverse Regression for Dimension Reduction
• Determining the Dimensionality in Sliced Inverse Regression
• Comment
• Slicing regression: A link-free regression method
• Semiparametric methods in econometrics
• Title not available (Why is that?)
• Asymptotics for kernel estimate of sliced inverse regression
• Asymptotics of graphical projection pursuit
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• An asymptotic theory for sliced inverse regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Measurement Error Regression with Unknown Link: Dimension Reduction and Data Visualization
• Title not available (Why is that?)
• Estimating the structural dimension of regressions via parametric inverse regression
• Title not available (Why is that?)
• POOLED SLICING METHODS VERSUS SLICING METHODS
• An asymptotic theory for sliced inverse regression
• An asymptotic result for sliced inverse regression
• Title not available (Why is that?)
• Sliced inverse regression (SIR): An appraisal of small sample alternatives to slicing

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

This page was built for publication: Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1887233)