Partial dynamic dimension reduction for conditional mean in regression
From MaRDI portal
Publication:2220435
DOI10.1007/s11424-020-8329-3zbMath1458.62140MaRDI QIDQ2220435
Publication date: 22 January 2021
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-020-8329-3
kernel estimate; partial dimension reduction; dynamic ordinary least square estimate; dynamic principal Hessian directions
62G08: Nonparametric regression and quantile regression
62H25: Factor analysis and principal components; correspondence analysis
62G07: Density estimation
Cites Work
- Unnamed Item
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
- Partial moment-based sufficient dimension reduction
- Partial central subspace and sliced average variance estimation
- Dimension reduction for the conditional mean in regressions with categorical predictors
- Sufficient dimension reduction in multivariate regressions with categorical predictors
- Asymptotics for kernel estimate of sliced inverse regression
- Dimension reduction for conditional mean in regression
- Sufficient dimension reduction in regressions with categorical predictors
- Optimal sufficient dimension reduction in regressions with categorical predictors
- Determining the dimension of iterative Hessian transformation
- On Directional Regression for Dimension Reduction
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Efficient estimation of conditional variance functions in stochastic regression
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- Groupwise Dimension Reduction
- Combining eigenvalues and variation of eigenvectors for order determination
- On Sliced Inverse Regression With High-Dimensional Covariates
- Comment