Predictive power of principal components for single-index model and sufficient dimension reduction

DOI10.1016/J.JMVA.2013.04.015MaRDI QIDQ391676zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

principal component analysissufficient dimension reductionsingle-index modelpermutation invariancerotation invariance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62H99)

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Cites work

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• Kernel dimension reduction in regression
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• On dimension folding of matrix- or array-valued statistical objects
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• Optimal smoothing in single-index models
• Ordering and Selecting Components in Multivariate or Functional Data Linear Prediction
• Principal component regression revisited
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• Rejoinder: Fisher lecture: Dimension reduction in regression
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction

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
• scientific article; zbMATH DE number 5187082 (Why is no real title available?)

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