Dimensionality determination: a thresholding double ridge ratio approach

DOI10.1016/J.CSDA.2020.106910OpenAlexW3004387262MaRDI QIDQ2178157FDOQ2178157

Xu Guo, Tao Wang, Xuehu Zhu, Li-Xing Zhu

Publication date: 7 May 2020

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.106910

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• scientific article; zbMATH DE number 3864291

zbMATH Keywords

factor modelssufficient dimension reductionthresholdingdouble ridge ratio criterionlocal regression models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Sliced Regression for Dimension Reduction
• Determining the Number of Factors in Approximate Factor Models
• Eigenvalue ratio test for the number of factors
• Sliced Inverse Regression for Dimension Reduction
• Extending Sliced Inverse Regression
• On Sliced Inverse Regression With High-Dimensional Covariates
• On the distribution of the largest eigenvalue in principal components analysis
• An Adaptive Estimation of Dimension Reduction Space
• Title not available (Why is that?)
• Tensor Regression with Applications in Neuroimaging Data Analysis
• Nonparametric and semiparametric models.
• Asymptotic properties of sufficient dimension reduction with a diverging number of predictors
• Contour projected dimension reduction
• Factor profiled sure independence screening
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data
• Sufficient dimension reduction through discretization-expectation estimation
• Title not available (Why is that?)
• Combining eigenvalues and variation of eigenvectors for order determination
• Determining the dimension of the central subspace and central mean subspace
• Sufficient Dimension Reduction With Missing Predictors
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
• An adaptive-to-model test for partially parametric single-index models
• Sufficient dimension reduction for longitudinal data
• Consistently determining the number of factors in multivariate volatility modelling
• A validated information criterion to determine the structural dimension in dimension reduction models
• Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach
• Dimension reduction-based significance testing in nonparametric regression

Cited In (10)

• Determining the number of canonical correlation pairs for high-dimensional vectors
• Adaptive-to-Model Hybrid of Tests for Regressions
• Order determination for spiked-type models with a divergent number of spikes
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• Sufficient dimension reduction for clustered data via finite mixture modelling
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
• The theoretical detect index of dimensionality and its application to approximate simple structure
• Bandwidth selection for large covariance and precision matrices
• Theoretical Analysis and Comparison of Several Criteria on Linear Model Dimension Reduction
• Metric Learning via Cross-Validation

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