Exploring Regression Structure Using Nonparametric Functional Estimation

DOI10.2307/2290772zbMATH Open0790.62035OpenAlexW4229520459MaRDI QIDQ3142124FDOQ3142124

Alexander M. Samarov

Publication date: 28 June 1994

Full work available at URL: https://doi.org/10.2307/2290772

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zbMATH Keywords

model selectionnonparametric regressioncovariatesnonadditivitynonparametric kernel estimatorsprojection pursuit regressionsimulation experimentsapplications to real data setsaverage derivative functionalsextent of nonlinearityfunctionals of average derivative type

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07)

Cited In (41)

• On average derivative quantile regression
• Sequential Learning of Active Subspaces
• Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
• Simultaneous estimation for semi-parametric multi-index models
• Title not available (Why is that?)
• 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
• Principal feature detection via \(\phi \)-Sobolev inequalities
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Kernel dimension reduction in regression
• Smoothing Spline Estimation for Partially Linear Single-index Models
• Embedded ridge approximations
• Learning sparse gradients for variable selection and dimension reduction
• Nearest neighbor inverse regression
• Sufficient dimension reduction for populations with structured heterogeneity
• Specification and estimation of semiparametric multiple-index models
• Sparse dimension reduction for survival data
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Canonical kernel dimension reduction
• Sensitivity Prewarping for Local Surrogate Modeling
• A Semiparametric Approach to Canonical Analysis
• Sufficient Dimension Reduction via Direct Estimation of the Gradients of Logarithmic Conditional Densities
• A constructive approach to the estimation of dimension reduction directions
• Dimension Reduction via Gaussian Ridge Functions
• 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
• Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions
• Regression estimators based on conditional quantiles
• Testing linear regression models using non-parametric regression estimators when errors are non-independent
• Nonlinear confounding in high-dimensional regression
• Metric Learning via Cross-Validation

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