Direction estimation in single-index models via distance covariance
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Cites work
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 780774 (Why is no real title available?)
- A constructive approach to the estimation of dimension reduction directions
- A semiparametric approach to dimension reduction
- An Adaptive Estimation of Dimension Reduction Space
- An integral transform method for estimating the central mean and central subspaces
- Asymptotics of graphical projection pursuit
- Brownian distance covariance
- Comment
- Contour regression: a general approach to dimension reduction
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Direction estimation in single-index regressions
- Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
- Graphics for Regressions With a Binary Response
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Likelihood-based sufficient dimension reduction
- Measuring and testing dependence by correlation of distances
- Non-linear regression with discrete explanatory variables, with an application to the earnings function
- On Directional Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On a projective resampling method for dimension reduction with multivariate responses
- On almost linearity of low dimensional projections from high dimensional data
- On surrogate dimension reduction for measurement error regression: An invariance law
- Optimal smoothing in single-index models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Principal Hessian Directions Revisited
- Regression analysis under link violation
- Reweighting to Achieve Elliptically Contoured Covariates 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
- Sliced Regression for Dimension Reduction
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- The EFM approach for single-index models
Cited in
(21)- Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension
- A brief review of linear sufficient dimension reduction through optimization
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
- Efficient estimation in heteroscedastic single-index models
- A selective review of sufficient dimension reduction for multivariate response regression
- Estimation and variable selection for single-index models with non ignorable missing data
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- Sufficient dimension reduction via distance covariance with multivariate responses
- Expected conditional characteristic function-based measures for testing independence
- Estimation for single-index models via martingale difference divergence
- Feature filter for estimating central mean subspace and its sparse solution
- Dimension reduction with expectation of conditional difference measure
- Heteroscedasticity checks for single index models
- Robust sufficient dimension reduction via ball covariance
- High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
- Direction estimation in a general regression model with discrete predictors
- Partial martingale difference correlation
- Quantile Martingale Difference Divergence for Dimension Reduction
- NON-PARAMETRIC ESTIMATION OF DIRECTION IN SINGLE-INDEX MODELS WITH CATEGORICAL PREDICTORS
- Direction estimation in single-index regressions
- Variable selection for single-index models based on martingale difference divergence
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