Quantile Martingale Difference Divergence for Dimension Reduction

DOI10.5705/SS.202020.0006OpenAlexW3037417045MaRDI QIDQ5037814FDOQ5037814

Authors: Chung Eun Lee, Haileab Hilafu 

Publication date: 4 March 2022

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0006

Recommendations

• Central quantile subspace
• Transformed central quantile subspace
• A martingale-difference-divergence-based estimation of central mean subspace
• Dimension reduction based on conditional multiple index density function
• An adaptive composite quantile approach to dimension reduction

zbMATH Keywords

dimension reductioncentral subspacequantile dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A feasible method for optimization with orthogonality constraints
• Partial distance correlation with methods for dissimilarities
• Sliced Inverse Regression for Dimension Reduction
• Extending Sliced Inverse Regression
• Comment
• Contour regression: a general approach to dimension reduction
• Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
• On Directional Regression for Dimension Reduction
• Title not available (Why is that?)
• Dimension reduction in regressions through cumulative slicing estimation
• Quantile correlations and quantile autoregressive modeling
• Dimension reduction for conditional mean in regression
• Dimension Reduction for the Conditionalkth Moment in Regression
• On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
• Direction estimation in single-index models via distance covariance
• Martingale difference correlation and its use in high-dimensional variable screening
• A single-index quantile regression model and its estimation
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Sufficient dimension reduction based on an ensemble of minimum average variance estimators
• Title not available (Why is that?)
• An adaptive composite quantile approach to dimension reduction
• Conditional mean and quantile dependence testing in high dimension
• On efficient dimension reduction with respect to a statistical functional of interest
• Central quantile subspace
• Sufficient dimension reduction: methods and applications with R
• A review on dimension reduction
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
• Envelope quantile regression
• Testing conditional mean independence for functional data
• Envelopes in multivariate regression models with nonlinearity and heteroscedasticity

Cited In (4)

• A martingale-difference-divergence-based estimation of central mean subspace
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
• A slicing-free perspective to sufficient dimension reduction: selective review and recent developments

This page was built for publication: Quantile Martingale Difference Divergence for Dimension Reduction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5037814)