Dimension reduction for non-elliptically distributed predictors: second-order methods
DOI10.1093/BIOMET/ASQ016zbMATH Open1233.62119OpenAlexW2020593748MaRDI QIDQ3585394FDOQ3585394
Authors: Yuexiao Dong, Bing Li
Publication date: 19 August 2010
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asq016
Recommendations
- Dimension reduction for nonelliptically distributed predictors
- Dimension reduction and predictor selection in semiparametric models
- A nonlinear approach to dimension reduction
- A nonlinear approach to dimension reduction
- On the second-order inverse regression methods for a general type of elliptical predictors
- A semiparametric approach to dimension reduction
- Non-parametric regression tests using dimension reduction techniques
- Sufficient dimension reduction and prediction in regression: asymptotic results
- A new estimator for efficient dimension reduction in regression
- New approaches to model-free dimension reduction for bivariate regression
elliptical distributionsliced average variance estimationinverse regressiondirectional regressioncentral solution space
Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
Cited In (45)
- Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
- General directional regression
- Robust dimension reduction using sliced inverse median regression
- A model-free conditional screening approach via sufficient dimension reduction
- A semiparametric approach to dimension reduction
- Dealing with big data: comparing dimension reduction and shrinkage regression methods
- On the second-order inverse regression methods for a general type of elliptical predictors
- Improving dimension reduction via contour-projection
- Transformation-based estimation
- Envelope method with ignorable missing data
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction
- Covariate information matrix for sufficient dimension reduction
- Dimension reduction with expectation of conditional difference measure
- A note on sliced inverse regression with missing predictors
- Variable-dependent partial dimension reduction
- Dimension reduction and estimation in the secondary analysis of case-control studies
- Central quantile subspace
- Sparse SIR: optimal rates and adaptive estimation
- Dimension reduction for the conditional \(k\)th moment via central solution space
- The inner partial least square: an exploration of the ``necessary dimension reduction
- Direction estimation in a general regression model with discrete predictors
- Fused estimators of the central subspace in sufficient dimension reduction
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
- Semiparametrically Efficient Method for Enveloped Central Space
- Efficient estimation in sufficient dimension reduction
- Tensor sliced inverse regression
- New forest-based approaches for sufficient dimension reduction
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
- Central subspaces review: methods and applications
- An ensemble of inverse moment estimators for sufficient dimension reduction
- Robust inverse regression for dimension reduction
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- Robust estimating equation-based sufficient dimension reduction
- On sliced inverse regression with missing values
- On a new hybrid estimator for the central mean space
- On the conditional distributions of low-dimensional projections from high-dimensional data
- Surrogate space based dimension reduction for nonignorable nonresponse
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Generalized kernel-based inverse regression methods for sufficient dimension reduction
- A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
- On sufficient dimension reduction with missing responses through estimating equations
- On efficient dimension reduction with respect to a statistical functional of interest
- Mixed effects envelope models
- Dimension reduction for nonelliptically distributed predictors
This page was built for publication: Dimension reduction for non-elliptically distributed predictors: second-order methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3585394)