Covariate information matrix for sufficient dimension reduction

DOI10.1080/01621459.2018.1515080zbMATH Open1428.62341OpenAlexW2891155175WikidataQ129323727 ScholiaQ129323727MaRDI QIDQ5208079FDOQ5208079

Authors: Weixin Yao, Debmalya Nandy, Bruce G. Lindsay, Francesca Chiaromonte 

Publication date: 15 January 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2018.1515080

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zbMATH Keywords

bootstrapcentral subspacesufficient dimension reductionFisher information matrixnonparametric density estimationdensity information matrix

Mathematics Subject Classification ID

Density estimation (62G07) Analysis of variance and covariance (ANOVA) (62J10)

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Cited In (7)

• Cross-entropy optimal dimensionality reduction with a condition on information capacity
• Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more
• On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
• Sufficient dimension reduction through informative predictor subspace
• Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
• A structured covariance ensemble for sufficient dimension reduction
• Semiparametric mixtures of regressions with single-index for model based clustering

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