On post dimension reduction statistical inference
DOI10.1214/19-AOS1859zbMATH Open1452.62284OpenAlexW3042456321MaRDI QIDQ2196236FDOQ2196236
Kyongwon Kim, Bing Li, Zhou Yu, Lexin Li
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1594972830
Recommendations
- Sufficient Dimension Reduction via Inverse Regression
- High-dimensional sufficient dimension reduction through principal projections
- Inference on the Primary Parameter of Interest with the Aid of Dimension Reduction Estimation
- Dimension reduction in regressions through cumulative slicing estimation
- A review on dimension reduction
Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Applications of statistics in engineering and industry; control charts (62P30) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Efficient estimation in sufficient dimension reduction
- A constructive approach to the estimation of dimension reduction directions
- Title not available (Why is that?)
- Asymptotic Statistics
- Locally Weighted Censored Quantile Regression
- Empirical likelihood ratio confidence regions
- Sliced Inverse Regression for Dimension Reduction
- Comment
- Empirical likelihood ratio confidence intervals for a single functional
- Title not available (Why is that?)
- An Adaptive Estimation of Dimension Reduction Space
- Contour regression: a general approach to dimension reduction
- On Directional Regression for Dimension Reduction
- Title not available (Why is that?)
- A Semiparametric Approach to Dimension Reduction
- Improving generalised estimating equations using quadratic inference functions
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Sufficient Dimension Reduction via Inverse Regression
- Asymptotics for kernel estimate of sliced inverse regression
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- A deviance function for the quasi-likelihood method
- Sparse sufficient dimension reduction
- Marginal tests with sliced average variance estimation
- Principal Hessian Directions Revisited
- Principal support vector machines for linear and nonlinear sufficient dimension reduction
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Von Mises calculus for statistical functionals
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- On Estimation Efficiency of the Central Mean Subspace
- Nonlinear sufficient dimension reduction for functional data
- On efficient dimension reduction with respect to a statistical functional of interest
- Adaptive confidence region for the direction in semiparametric regressions
Cited In (9)
- On expectile-assisted inverse regression estimation for sufficient dimension reduction
- Inverse regression for spatially distributed functional data
- Title not available (Why is that?)
- A structured covariance ensemble for sufficient dimension reduction
- Advance of the sufficient dimension reduction
- On a nonlinear extension of the principal fitted component model
- Bootstrap Confidence Regions for Learned Feature Embeddings
- A slice of multivariate dimension reduction
- Slicing-free inverse regression in high-dimensional sufficient dimension reduction
This page was built for publication: On post dimension reduction statistical inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2196236)
