Direction Estimation in Single-Index Regressions via Hilbert-Schmidt Independence Criterion
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Publication:3449027
DOI10.5705/ss.2013.113OpenAlexW2156826956MaRDI QIDQ3449027
Publication date: 3 November 2015
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/bac464ebec7cf213fdd270ef3812314f66da9ddd
single-index modelssufficient dimension reductionpermutation testcentral subspaceHilbert-Schmidt independence criterion
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A brief review of linear sufficient dimension reduction through optimization ⋮ Direction Estimation in a General Regression Model with Discrete Predictors ⋮ Sufficient dimension reduction using Hilbert-Schmidt independence criterion ⋮ On bootstrap consistency of MAVE for single index models ⋮ Sufficient variable selection using independence measures for continuous response ⋮ Quasi-likelihood estimation of the single index conditional variance model ⋮ New estimation for heteroscedastic single-index measurement error models
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