Predictive power of principal components for single-index model and sufficient dimension reduction
DOI10.1016/J.JMVA.2013.04.015zbMATH Open1359.62219OpenAlexW2044465381MaRDI QIDQ391676FDOQ391676
Authors: Andreas Artemiou, Bing Li 
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.04.015
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- Comment: Fisher lecture: Dimension reduction in regression
Cited In (7)
- On principal components and regression: a statistical explanation of a natural phenomenon
- On the predictive potential of kernel principal components
- Revisiting the predictive power of kernel principal components
- A slice of multivariate dimension reduction
- On principal components regression with Hilbertian predictors
- A data-driven approach to conditional screening of high-dimensional variables
- Title not available (Why is that?)
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