Penalized Weighted Variance Estimate for Dimension Reduction

DOI10.1080/03610926.2010.526746zbMath1319.62091OpenAlexW2100975828MaRDI QIDQ2903834

Xingzhong Xu, Yuliang Yin, Jun-Long Zhao

Publication date: 2 August 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.526746

zbMATH Keywords

sliced inverse regressioncentral spacesliced average variance estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• A constructive approach to the estimation of dimension reduction directions
• Asymptotics for sliced average variance estimation
• Dimension reduction based on weighted variance estimate
• On kernel method for sliced average variance estimation
• Contour regression: a general approach to dimension reduction
• On a Projective Resampling Method for Dimension Reduction With Multivariate Responses
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• An Adaptive Estimation of Dimension Reduction Space
• On Sliced Inverse Regression With High-Dimensional Covariates

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