On post dimension reduction statistical inference

DOI10.1214/19-AOS1859zbMath1452.62284MaRDI QIDQ2196236

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

zbMATH Keywords

influence function; sufficient dimension reduction; directional regression; central subspace

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62H15: Hypothesis testing in multivariate analysis

62P30: Applications of statistics in engineering and industry; control charts

62J02: General nonlinear regression

Related Items

A structured covariance ensemble for sufficient dimension reduction, On a nonlinear extension of the principal fitted component model, On expectile-assisted inverse regression estimation for sufficient dimension reduction, A slice of multivariate dimension reduction

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Efficient estimation in sufficient dimension reduction
• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• A constructive approach to the estimation of dimension reduction directions
• Improving generalised estimating equations using quadratic inference functions
• Principal support vector machines for linear and nonlinear sufficient dimension reduction
• Von Mises calculus for statistical functionals
• Coordinate-independent sparse sufficient dimension reduction and variable selection
• Empirical likelihood ratio confidence regions
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Adaptive confidence region for the direction in semiparametric regressions
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Asymptotics for kernel estimate of sliced inverse regression
• Nonlinear sufficient dimension reduction for functional data
• On efficient dimension reduction with respect to a statistical functional of interest
• Contour regression: a general approach to dimension reduction
• Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
• On Directional Regression for Dimension Reduction
• Empirical likelihood ratio confidence intervals for a single functional
• Principal Hessian Directions Revisited
• Sliced Inverse Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Asymptotic Statistics
• A deviance function for the quasi-likelihood method
• An Adaptive Estimation of Dimension Reduction Space
• A Semiparametric Approach to Dimension Reduction
• Locally Weighted Censored Quantile Regression
• Sparse sufficient dimension reduction
• Marginal tests with sliced average variance estimation
• On Estimation Efficiency of the Central Mean Subspace
• Sufficient Dimension Reduction via Inverse Regression
• Comment