On the extension of sliced average variance estimation to multivariate regression

DOI10.1007/S10260-010-0145-9zbMATH Open1332.62219OpenAlexW2022844378MaRDI QIDQ257590FDOQ257590

Keunbaik Lee, Jae Keun Yoo, Seongho Wu

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-010-0145-9

zbMATH Keywords

\(k\)-means clusteringdouble slicingmultivariatere gressionpooled estimationsliced average variance estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimating the dimension of a model
• Sliced Inverse Regression for Dimension Reduction
• Sufficient dimension reduction in regressions with categorical predictors
• On a Projective Resampling Method for Dimension Reduction With Multivariate Responses
• Optimal sufficient dimension reduction for the conditional mean in multivariate regression
• Dimension Reduction for Multivariate Response Data
• A novel moment-based sufficient dimension reduction approach in multivariate regression
• A Gauss implementation of multivariate sliced inverse regression
• Nearest neighbor inverse regression
• On kernel method for sliced average variance estimation
• Moment-based dimension reduction for multivariate response regression
• Marginal tests with sliced average variance estimation
• Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
• Asymptotics for sliced average variance estimation

Cited In (7)

• A selective review of sufficient dimension reduction for multivariate response regression
• K-medoids inverse regression
• Feature filter for estimating central mean subspace and its sparse solution
• Sufficient dimension reduction through informative predictor subspace
• Partial central subspace and sliced average variance estimation
• Sufficient dimension reduction in multivariate regressions with categorical predictors
• Multivariate seeded dimension reduction

This page was built for publication: On the extension of sliced average variance estimation to multivariate regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q257590)