Dimension Reduction in Regressions through Weighted Variance Estimation
From MaRDI portal
Publication:3015906
DOI10.1080/03610921003675330zbMath1216.62105OpenAlexW2087574624MaRDI QIDQ3015906
Ya-Ni Yang, Li Xing Zhu, Li-ping Zhu
Publication date: 13 July 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610921003675330
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- On almost linearity of low dimensional projections from high dimensional data
- Asymptotics for sliced average variance estimation
- On hybrid methods of inverse regression-based algorithms
- Regression analysis under link violation
- Asymptotics for kernel estimate of sliced inverse regression
- Dimension reduction for conditional mean in regression
- Nonconcave penalized likelihood with a diverging number of parameters.
- Asymptotics of graphical projection pursuit
- On kernel method for sliced average variance estimation
- Nonparametric checks for single-index models
- Contour regression: a general approach to dimension reduction
- Approximation Theorems of Mathematical Statistics
- On Directional Regression for Dimension Reduction
- Determining the Dimension in Sliced Inverse Regression and Related Methods
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Generalized Partially Linear Single-Index Models
- Identifying Regression Outliers and Mixtures Graphically
- Sufficient Dimension Reduction via Inverse Regression
- On Sliced Inverse Regression With High-Dimensional Covariates
This page was built for publication: Dimension Reduction in Regressions through Weighted Variance Estimation