Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

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Cited in

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On hybrid methods of inverse regression-based algorithms
A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
An integral transform method for estimating the central mean and central subspaces
Dimension reduction based on weighted variance estimate
Contour projected dimension reduction
Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach
Dimension reduction based on conditional multiple index density function
Quantile-slicing estimation for dimension reduction in regression
Sufficient dimension reduction using Hilbert-Schmidt independence criterion
Robust estimation and variable selection in sufficient dimension reduction
Estimation and inference on central mean subspace for multivariate response data
The hybrid method of FSIR and FSAVE for functional effective dimension reduction
Fused sliced average variance estimation
Robust variable selection through MAVE
Sufficient dimension reduction in multivariate regressions with categorical predictors
Sufficient dimension reduction in regressions through cumulative Hessian directions
On determining the structural dimension via directional regression
Dimension reduction for regression estimation with nearest neighbor method
Iterative application of dimension reduction methods
A general theory for nonlinear sufficient dimension reduction: formulation and estimation
Asymptotic and bootstrap tests for subspace dimension
Rank determination in tensor factor model
Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
Frequentist model averaging under inequality constraints
Dimensionality determination: a thresholding double ridge ratio approach
Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
Partial dynamic dimension reduction for conditional mean in regression
Envelope method with ignorable missing data
Robust MAVE through nonconvex penalized regression
An ensemble of inverse moment estimators for sufficient dimension reduction
On principal graphical models with application to gene network
Feature filter for estimating central mean subspace and its sparse solution
Robust inverse regression for dimension reduction
Robust estimating equation-based sufficient dimension reduction
Central quantile subspace
Robust sufficient dimension reduction via ball covariance
Variable selection and estimation for semi-parametric multiple-index models
Sparse sufficient dimension reduction using optimal scoring
Advances in seeded dimension reduction: bootstrap criteria and extensions
On kernel method for sliced average variance estimation
On dimension folding of matrix- or array-valued statistical objects
On a new hybrid estimator for the central mean space
Variable selection through adaptive MAVE
On efficient dimension reduction with respect to a statistical functional of interest
Dimension reduction via marginal high moments in regression
A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
On cross-distance selection algorithm for hybrid sufficient dimension reduction
Sufficient dimension reduction via principal L\(q\) support vector machine
On central matrix based methods in dimension reduction
Penalized Weighted Variance Estimate for Dimension Reduction
Heteroscedastic modelling via the autoregressive conditional variance subspace
Probability-enhanced sufficient dimension reduction for binary classification
Combining linear dimension reduction subspaces
Multivariate association and dimension reduction: a generalization of canonical correlation analysis
Nonparametric approach to intervention time series modeling
A data-adaptive hybrid method for dimension reduction
Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod
Sufficient dimension reduction and prediction in regression
General directional regression
Dimension reduction for the conditional kth moment via central solution space
Save: a method for dimension reduction and graphics in regression
Fourier transform approach for inverse dimension reduction method
Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach
Tensor sliced inverse regression
scientific article; zbMATH DE number 1850469 (Why is no real title available?)
A semiparametric approach to dimension reduction
Dimension reduction regressions with measurement errors subject to additive distortion
Online sufficient dimension reduction through sliced inverse regression
A note on sliced inverse regression with missing predictors
Bootstrap testing of the rank of a matrix via least-squared constrained estimation
Fused estimators of the central subspace in sufficient dimension reduction
Determining the signal dimension in second order source separation
scientific article; zbMATH DE number 7376763 (Why is no real title available?)
Dimension reduction via adaptive slicing
A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
Sparse Sliced Inverse Regression via Cholesky Matrix Penalization
Metric Learning via Cross-Validation
Simultaneous estimation for semi-parametric multi-index models
Combining of dimension reduction regression methods
Covariate information matrix for sufficient dimension reduction
Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units
Dimension reduction transfer function model
Analysing nonlinear time series with central subspace
Sliced Inverse Regression with Regularizations
Sufficient dimension reduction via distance covariance with multivariate responses
Sliced average variance estimation for multivariate time series
A novel regularization method for estimation and variable selection in multi-index models
The dual central subspaces in dimension reduction
Stationary subspace analysis based on second-order statistics
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data
A structured covariance ensemble for sufficient dimension reduction
Variable-dependent partial dimension reduction
Dimension reduction with expectation of conditional difference measure
Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates
Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
Dimension reduction in time series under the presence of conditional heteroscedasticity
On a dimension reduction regression with covariate adjustment
Data-driven slicing for dimension reduction in regressions: A likelihood-ratio approach
Determining the dimension of weighted inverse regression ensemble
Higher-order sliced inverse regressions

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