Dimension reduction regressions with measurement errors subject to additive distortion
From MaRDI portal
Publication:4960711
DOI10.1080/00949655.2018.1479753OpenAlexW2806327594WikidataQ129762804 ScholiaQ129762804MaRDI QIDQ4960711
Jun Zhang, Yan Zhou, Bingqing Lin, Jun Hua Zhang
Publication date: 23 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2018.1479753
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Additive distortion measurement errors regression models with exponential calibration, Partial index additive models with additive distortion measurement errors, Modal linear regression models with additive distortion measurement errors
Cites Work
- Unnamed Item
- Unnamed Item
- A constructive approach to the estimation of dimension reduction directions
- Nonparametric covariate-adjusted regression
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Multiple-population shrinkage estimation via sliced inverse regression
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Penalized least squares for single index models
- The EFM approach for single-index models
- A nonparametric test for covariate-adjusted models
- On almost linearity of low dimensional projections from high dimensional data
- Partial covariate adjusted regression
- Estimation in covariate-adjusted regression
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Dimension reduction with missing response at random
- Transformation-based estimation
- Asymptotics for kernel estimate of sliced inverse regression
- A distribution-based Lasso for a general single-index model
- Variable selection for covariate adjusted regression model
- Sparse sufficient dimension reduction using optimal scoring
- An adaptive-to-model test for partially parametric single-index models
- Covariate-adjusted nonlinear regression
- On the single-index model estimate of the conditional density function: consistency and implementation
- Nonparametric checks for single-index models
- Contour regression: a general approach to dimension reduction
- Multicovariate-adjusted regression models
- Covariate-Adjusted Partially Linear Regression Models
- Determining the Dimension in Sliced Inverse Regression and Related Methods
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
- Save: a method for dimension reduction and graphics in regression
- An Adaptive Estimation of Dimension Reduction Space
- Penalized minimum average variance estimation
- Lasso-type estimation for covariate-adjusted linear model
- Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach
- Simultaneous confidence bands and hypothesis testing for single-index models
- Covariate Adjusted Correlation Analysis via Varying Coefficient Models
- On Sliced Inverse Regression With High-Dimensional Covariates