Conditional variance estimator for sufficient dimension reduction
From MaRDI portal
Publication:2137046
DOI10.3150/21-BEJ1402MaRDI QIDQ2137046
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.08782
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A feasible method for optimization with orthogonality constraints
- A generalized normal distribution
- Fisher lecture: Dimension reduction in regression
- Principal fitted components for dimension reduction in regression
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- The existence of regular conditional probabilities: Necessary and sufficient conditions
- Multivariate adaptive regression splines
- CVarE
- Dimension reduction for conditional mean in regression
- Statistics on special manifolds
- Fusing sufficient dimension reduction with neural networks
- Determining the dimension of iterative Hessian transformation
- Sufficient dimension reduction and prediction in regression
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- An Adaptive Estimation of Dimension Reduction Space
- A Review on Dimension Reduction
- Likelihood-Based Sufficient Dimension Reduction
- Sufficient Reductions in Regressions With Elliptically Contoured Inverse Predictors
- A Multiple-Index Model and Dimension Reduction
- On Estimation of a Probability Density Function and Mode
- Comment
This page was built for publication: Conditional variance estimator for sufficient dimension reduction
