A note on structural adaptive dimension reduction

DOI10.1080/00949650801959699zbMath1186.62084MaRDI QIDQ3638592

Jörg Polzehl, Stefan Sperlich

Publication date: 27 October 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650801959699

zbMATH Keywords

R; multi-index model; dimension-reduction; structural adaptation; generalized PCA; index space

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H12: Estimation in multivariate analysis

Related Items

Nonparametric estimation of varying-coefficient single-index models, Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series, The EFM approach for single-index models, Adaptive-modal Bayesian nonparametric regression

Uses Software

• R

Cites Work

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• On Single-Index Coefficient Regression Models
• An Adaptive Estimation of Dimension Reduction Space
• Sufficient Dimension Reduction via Inverse Regression