Sufficient dimension reduction and prediction in regression

DOI10.1098/rsta.2009.0110zbMath1185.62109OpenAlexW2022215192WikidataQ51787299 ScholiaQ51787299MaRDI QIDQ3559952

Kofi P. Adragni, R. Dennis Cook

Publication date: 8 May 2010

Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.517.789

zbMATH Keywords

partial least squaresprincipal componentslassoprincipal component regressionprincipal fitted components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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Uses Software

• KernSmooth

Cites Work

• Fisher lecture: Dimension reduction in regression
• Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
• Kernel dimension reduction in regression
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• On Directional Regression for Dimension Reduction
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Partial Least Squares Estimator for Single-Index Models
• Likelihood-Based Sufficient Dimension Reduction
• Dimension reduction in regression without matrix inversion
• Sparse sufficient dimension reduction
• Sliced Inverse Regression with Regularizations
• Sufficient Dimension Reduction via Inverse Regression