Direction estimation in single-index models via distance covariance
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Publication:391876
DOI10.1016/J.JMVA.2013.07.003zbMATH Open1279.62097OpenAlexW2006661834MaRDI QIDQ391876FDOQ391876
Authors: Wenhui Sheng, Xiangrong Yin 
Publication date: 13 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.2013.07.003
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
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- Comment
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Cited In (21)
- 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 via distance covariance with multivariate responses
- Expected conditional characteristic function-based measures for testing independence
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- 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
- Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension
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