Fused estimators of the central subspace in sufficient dimension reduction
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Cites work
- A robust inverse regression estimator
- A semiparametric approach to dimension reduction
- An asymptotic theory for sliced inverse regression
- Comment
- Dimension reduction for non-elliptically distributed predictors: second-order methods
- Dimension reduction for nonelliptically distributed predictors
- Dimension reduction in regressions through cumulative slicing estimation
- Discrete Approximations to Continuous Univariate Distributions—an Alternative to Simulation
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Likelihood-based sufficient dimension reduction
- On almost linearity of low dimensional projections from high dimensional data
- On Directional Regression for Dimension Reduction
- Principal fitted components for dimension reduction in regression
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Simultaneous Equations and Canonical Correlation Theory
- Sparse permutation invariant covariance estimation
- Sufficient dimension reduction in regressions with categorical predictors
- Sufficient Dimension Reduction via Inverse Regression
- Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
Cited in
(38)- Partial central subspace and sliced average variance estimation
- Quantile-slicing estimation for dimension reduction in regression
- Partial projective resampling method for dimension reduction: with applications to partially linear models
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- A new nonparametric screening method for ultrahigh-dimensional survival data
- Fused mean-variance filter for feature screening
- Fused sliced average variance estimation
- Functional envelope for model-free sufficient dimension reduction
- Principal weighted logistic regression for sufficient dimension reduction in binary classification
- A note on moment-based sufficient dimension reduction estimators
- A martingale-difference-divergence-based estimation of central mean subspace
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Fused clustering mean estimation of central subspace
- On sufficient variable screening using log odds ratio filter
- Feature filter for estimating central mean subspace and its sparse solution
- Pseudo estimation and variable selection in regression
- A theoretical note on optimal sufficient dimension reduction with singularity
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Sufficient dimension reduction through informative predictor subspace
- Fourier transform approach for inverse dimension reduction method
- On sufficient dimension reduction via principal asymmetric least squares
- Dimension reduction via adaptive slicing
- A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
- Weight fused functional sliced average variance estimation
- A model-free feature screening approach based on kernel density estimation
- Expected conditional characteristic function-based measures for testing independence
- Overlapping sliced inverse regression for dimension reduction
- Dimension reduction with expectation of conditional difference measure
- Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
- Data-driven slicing for dimension reduction in regressions: A likelihood-ratio approach
- Determining the dimension of weighted inverse regression ensemble
- Quantile Correlation-based Variable Selection
- Efficient Integration of Sufficient Dimension Reduction and Prediction in Discriminant Analysis
- Aggregate Inverse Mean Estimation for Sufficient Dimension Reduction
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
- Slicing-free inverse regression in high-dimensional sufficient dimension reduction
- Valid asymptotic inference after sufficient dimension reduction in a single-index framework
- Approximation error from discretizations and its applications
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