Estimating Optimal Transformations for Multiple Regression and Correlation

DOI10.2307/2288473zbMath0594.62044OpenAlexW4248624814MaRDI QIDQ3725345

Leo Breiman, Jerome H. Friedman

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2288473

zbMATH Keywords

smoothingconsistencystationary ergodic time seriesmaximal correlationproduct moment correlation coefficientalternating conditional expectations (ACE) algorithmautoregressive schemes incontrolled designs in regressionexistence of optimal transformationsrandom designs in regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items

“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality, Model selection for the localized mixture of experts models, Additive regression splines with total variation and non negative garrote penalties, Flexible regression modeling, Bridging the Gap BetweenB-Spline and Polynomial Regression Model, Monte Carlo ensemble correlation coefficient for association detection, Unnamed Item, A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution, THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS, Variable selection in heteroscedastic single-index quantile regression, M-estimation and model identification based on double SCAD penalization, Sufficient Dimension Reduction via Squared-Loss Mutual Information Estimation, Iterative weighted estimation based on variance modelling in linear regression models, Economic variable selection, Estimation of nonparametric additive models with high order spatial autoregressive errors, Varying Coefficient Regression Models: A Review and New Developments, Generalized varying-coefficient additive model for locally stationary time series, Explainable generalized additive neural networks with independent neural network training, Semiparametric Efficiency in Convexity Constrained Single-Index Model, A consistent variable screening procedure with family-wise error control, Functional coefficient cointegration models with Box-Cox transformation, Joint Bayesian analysis of multiple response-types using the hierarchical generalized transformation model, Unnamed Item, Universal Features for High-Dimensional Learning and Inference, Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models, Pitfalls of amateur regression: The Dutch New Herring controversies, Efficient kernel canonical correlation analysis using Nyström approximation, Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression, Предсказательное моделирование массообменного технологического объекта с использованием алгоритма чередующихся условных математических ожиданий, A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models, Surface and function approximation with nonparametric regression, Comparing and Weighting Imperfect Models Using D-Probabilities, Nonparametric approach to rank global petroleum business opportunities, Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data, Unnamed Item, A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS, Neural Decoding: A Predictive Viewpoint, Extended Gaussianization Method for Blind Separation of Post-Nonlinear Mixtures, A Statistical Method for Emulation of Computer Models With Invariance-Preserving Properties, With Application to Structural Energy Prediction, Statistical modelling via dimension reduction methods, Non- and semiparametric statistics: compared and contrasted, Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index, Unnamed Item, GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform, Generalized likelihood ratio tests for the structure of semiparametric additive models, Covariate Information Matrix for Sufficient Dimension Reduction, Estimation and inference for generalized semi-varying coefficient models, Comparing Methods for Multivariate Nonparametric Regression, Variable selection in regression using maximal correlation and distance correlation, Sparse optimization for nonconvex group penalized estimation, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes, A partially linear single‐index transformation model and its nonparametric estimation, Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression, Power-expected-posterior priors for variable selection in Gaussian linear models, Model-free sure screening via maximum correlation, Using random subspace method for prediction and variable importance assessment in linear regression, Kendall regression coefficient, Enhancing quantum efficiency of thin-film silicon solar cells by Pareto optimality, A statistical measure of association and a series expansion of chain conformations, Dynamic modeling of internet traffic for intrusion detection, Efficient and fast spline-backfitted kernel smoothing of additive models, Robust dependence measure for detecting associations in large data set, Optimal estimation for the functional Cox model, Support vector quantile regression with varying coefficients, Jackknife empirical likelihood for linear transformation models with right censoring, The randomized information coefficient: assessing dependencies in noisy data, Moderate projection pursuit regression for multivariate response data, An empirical study of the maximal and total information coefficients and leading measures of dependence, Nonlinear confounding in high-dimensional regression, Choice of regressors in nonparametric estimation, Projection pursuit regression for moderate nonlinearities, Generalized principal component analysis with respect to instrumental variables via univariate spline transformations, Optimal transformations and the spectral envelope for real-valued time series, Efficient estimation and computation for the generalised additive models with unknown link function, Predicting the performance of queues -- a data analytic approach, Nonparametric regression using Bayesian variable selection, Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models, Partially linear single-index model with missing responses at random, A doubly sparse approach for group variable selection, Length modified ridge regression, Maximal correlation in a non-diagonal case, Sparse canonical correlation analysis, Variable selection for nonparametric Gaussian process priors: Models and computational strategies, Testing the adequacy of semiparametric transformation models, Some aspects of modeling dependence in copula-based Markov chains, Additive models for quantile regression: model selection and confidence bands, Estimating the error distribution function in semiparametric additive regression models, Model selection via adaptive shrinkage with \(t\) priors, Parametric or nonparametric? A parametricness index for model selection, The Gifi system of descriptive multivariate analysis., Bayesian model averaging: A tutorial. (with comments and a rejoinder)., The spectral envelope and its applications., A conversation with Leo Breiman., Statistical modeling: The two cultures. (With comments and a rejoinder)., CAM: causal additive models, high-dimensional order search and penalized regression, Nonlinear varying-coefficient models with applications to a photosynthesis study, Oracally efficient estimation for single-index link function with simultaneous confidence band, Classification using splines, Two-stage local M-estimation of additive models, Canonical correlation for stochastic processes, Multilayer statistical classifiers, Additive model selection, A two-component \(G\)-prior for variable selection, Linear rank tests for independence in bivariate distributions-power comparisons by simulation, Improved predictions penalizing both slope and curvature in additive models, Local minima in categorical multiple regression, Kernel estimation for additive models under dependence, Note on the Schrödinger equation and \(I\)-projections, Interval-valued data regression using nonparametric additive models, Identification and nonparametric estimation of a transformed additively separable model, Discussion of: Brownian distance covariance, Structured variable selection and estimation, Local polynomial fitting in semivarying coefficient model, Remembering Leo Breiman, Leo Breiman: An important intellectual and personal force in statistics, my life and that of many others, Spiked Dirichlet process priors for Gaussian process models, Simultaneous confidence band and hypothesis test in generalised varying-coefficient models, Structure-based hyperparameter selection with Bayesian optimization in multidimensional scaling, Bayesian fractional polynomials, Spline-backfitted kernel smoothing of partially linear additive model, Sliced inverse moment regression using weighted chi-squared tests for dimension reduction, Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data, Asymptotics for sliced average variance estimation, A new coefficient of correlation, Applicability of the ACE algorithm for multiple regression in hydrogeology, A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects, Unsupervised interaction-preserving discretization of multivariate data, Bayesian structured variable selection in linear regression models, Single index quantile regression for heteroscedastic data, Convergence analysis of kernel canonical correlation analysis: theory and practice, Efficient estimation of adaptive varying-coefficient partially linear regression model, A Thurstonian pairwise choice model with univariate and multivariate spline transformations, Nonparametric and semiparametric compound estimation in multiple covariates, Robust estimation of multivariate regression model, Varying-coefficient single-index model, Semi-parametric nonlinear regression and transformation using functional networks, Robust model selection using fast and robust bootstrap, Nearest-neighbor classification with categorical variables., On boosting kernel regression, Rates of convergence for spline estimates of additive principal components, Diagnostics for nonlinearity in generalized linear models., Semiparametric approaches to signal extraction problems in economic time series, Statistical estimation in varying coefficient models, Efficient estimation of the partly linear additive Cox model, Parametric, nonparametric and parametric modelling of a chaotic circuit time series, Comparison of contraction coefficients for \(f\)-divergences, On spline estimators and prediction intervals in nonparametric regression., Monte Carlo computation of the mean of a function with convex support, Fitting dose-response data with non-zero backgrounds within generalized linear and generalized additive models, Some theory for penalized spline generalized additive models, Cointegration tests on MARS, A conversation with Jerry Friedman, Unified statistical inference for a nonlinear dynamic functional/longitudinal data model, Estimation of the maximum correlation coefficient using Bernstein copula, How well can a regression function be estimated if the distribution of the (random) design is concentrated on a finite set?, Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models, Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors, Automatic differentiation and maximal correlation of order statistics from discrete parents, Minimal \(\sigma\)-field for flexible sufficient dimension reduction, Extreme eigenvalues of nonlinear correlation matrices with applications to additive models, A user-oriented overview of multiway methods and software, Multivariate analysis with linearizable regressions, A least-squares Monte Carlo approach to the estimation of enterprise risk, Nonparametric estimation of an additive model with a link function, Determining the dimension of iterative Hessian transformation, Kernel dimension reduction in regression, Model-free model-fitting and predictive distributions, Variance Reduction Using Nonlinear Controls and Transformations, Goodness-of-fit tests in semiparametric transformation models using the integrated regression function, Sieve extremum estimation of a semiparametric transformation model, Modal additive models with data-driven structure identification, Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods, Optimal asymmetric kernels, Fourier smoother and additive models, Interquantile shrinkage in spatial additive autoregressive models, USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS, Nonparametric inference for additive models estimated via simplified smooth backfitting, On the backfitting algorithm for additive regression models, Rejoinder: Models as approximations, Estimation of a semiparametric transformation model, Canonical dependency analysis based on squared-loss mutual information, A new flexible direct ROC regression model: application to the detection of cardiovascular risk factors by anthropometric measures, Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables, Data-driven wavelet-Fisz methodology for nonparametric function estimation, Bayesian nonparametric smoothers for regular processes, Identification of an additive nonlinear system and its applications in generalized Hammerstein models, Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod, Multiscale adaptive smoothing models for the hemodynamic response function in fMRI, An active set algorithm to estimate parameters in generalized linear models with ordered predictors, Robust model selection with flexible trimming, Equitability, interval estimation, and statistical power, A hierarchical active constraints search algorithm for optimal scaling of ordered categorical responses, Reconstruction of nonlinear time delay models from data by the use of optimal transformations., Semiparametric efficient estimation for partially linear single-index models with responses missing at random, Testing for additivity in partially linear regression with possibly missing responses, Integration and backfitting methods in additive models -- finite sample properties and comparison, Event history modeling of world fertility survey data∗, On transformed linear cointegration models, Nonparametric shape-restricted regression, Statistical tests in the partially linear additive regression models, Bayesian variable selection in linear regression, Nonlinear ARMA models with functional MA coefficients, A parallel solver for generalised additive models, Testing if a nonlinear system is additive or not, Learning the geometry of common latent variables using alternating-diffusion, Support vector regression for polyhedral and missing data, Pairwise fusion approach incorporating prior constraint information, Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions, Generalized partially linear varying-coefficient models, ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION, Optimal scaling by alternating length-constrained nonnegative least squares, with application to distance-based analysis, Optimal estimation of slope vector in high-dimensional linear transformation models, Identification of nonlinear additive FIR systems, Prediction and classification in nonlinear data analysis: something old, something new, something borrowed, something blue, Robust estimation for the varying coefficient partially nonlinear models, Optimal transformations for prediction in continuous-time stochastic processes: finite past and future, Nonasymptotic bounds on the \(L_{2}\) error of neural network regression estimates, Estimation of generalized additive models, Calibrating dependence between random elements, Popular raster-based methods of prospectivity modeling and their relationships, Additive models with trend filtering, The forward search: theory and data analysis, A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches, Graphs as navigational infrastructure for high dimensional data spaces, The Box-Cox transformation: review and extensions, The fused Kolmogorov filter: a nonparametric model-free screening method, A novel Bayesian approach for variable selection in linear regression models, Tests for validity of the semiparametric heteroskedastic transformation model, Two-step estimation of time-varying additive model for locally stationary time series, Variable selection in high-dimensional partially linear additive models for composite quantile regression, Unnamed Item, ROS regression: integrating regularization with optimal scaling regression, Estimation of a semiparametric transformation model: a novel approach based on least squares minimization, Cardiovascular and respiratory dynamics during normal and pathological sleep, Nonlinear canonical analysis and independence tests, Two-stage estimation and simultaneous confidence band in partially nonlinear additive model, Central quantile subspace, A Semiparametric Approach to Canonical Analysis, A new approach to varying-coefficient additive models with longitudinal covariates, Estimation for double-nonlinear cointegration, Classical Backfitting for Smooth-Backfitting Additive Models, Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration, Validation of the alternating conditional estimation algorithm for estimation of flexible extensions of Cox's proportional hazards model with nonlinear constraints on the parameters, Optimization problems for weighted graphs and related correlation estimates, Measuring timeliness of annual reports filing by jump additive models, Estimation of fully nonparametric transformation models, Fitting additive models to regression data. Diagnostics and alternative views, A Bayesian approach to additive semiparametric regression, Estimation for partial functional partially linear additive model, Fourier series approximation of separable models, Estimation for partially linear additive regression with spatial data, Optimization hierarchy for fair statistical decision problems