Exploring Regression Structure Using Nonparametric Functional Estimation
From MaRDI portal
Publication:3142124
Recommendations
- Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
- Fixed design type of function-based estimates of a nonparametric regression model
- Nonparametric additive regression
- Functional-coefficient regression model and its estimation
- scientific article; zbMATH DE number 1113907
Cited in
(41)- Metric Learning via Cross-Validation
- Smoothing spline estimation for partially linear single-index models
- Sufficient dimension reduction via direct estimation of the gradients of logarithmic conditional densities
- On average derivative quantile regression
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- Sequential Learning of Active Subspaces
- Dimension reduction via Gaussian ridge functions
- Simultaneous estimation for semi-parametric multi-index models
- An integral transform method for estimating the central mean and central subspaces
- A unified approach to sufficient dimension reduction
- Projection pursuit multi-index (PPMI) models
- Dimension reduction based on conditional multiple index density function
- Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Principal feature detection via \(\phi \)-Sobolev inequalities
- Kernel dimension reduction in regression
- Gradient-based dimension reduction of multivariate vector-valued functions
- Embedded ridge approximations
- Learning sparse gradients for variable selection and dimension reduction
- Nearest neighbor inverse regression
- Specification and estimation of semiparametric multiple-index models
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- Sparse dimension reduction for survival data
- Sufficient dimension reduction for populations with structured heterogeneity
- Inference via low-dimensional couplings
- Canonical kernel dimension reduction
- Sensitivity Prewarping for Local Surrogate Modeling
- A Semiparametric Approach to Canonical Analysis
- A constructive approach to the estimation of dimension reduction directions
- Discovering an active subspace in a single‐diode solar cell model
- Feature importance: a closer look at Shapley values and LOCO
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Neighborhood correlation
- A near-stationary subspace for ridge approximation
- Choice of regressors in nonparametric estimation
- An updated review of goodness-of-fit tests for regression models
- Multifidelity Dimension Reduction via Active Subspaces
- Statistical modelling via dimension reduction methods
- Testing linear regression models using non-parametric regression estimators when errors are non-independent
- Nonlinear confounding in high-dimensional regression
- Regression estimators based on conditional quantiles
This page was built for publication: Exploring Regression Structure Using Nonparametric Functional Estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3142124)
