Dimension reduction in regressions through cumulative slicing estimation
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Publication:5255686
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- Multi-index regression models with missing covariates at random
- Series expansion for functional sufficient dimension reduction
- Principal weighted logistic regression for sufficient dimension reduction in binary classification
- On model-free conditional coordinate tests for regressions
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- A structured covariance ensemble for sufficient dimension reduction
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- Functional envelope for model-free sufficient dimension reduction
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- On cumulative slicing estimation for high dimensional data
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- Expected conditional characteristic function-based measures for testing independence
- Sufficient dimension reduction and prediction in regression: asymptotic results
- Probability-enhanced effective dimension reduction for classifying sparse functional data
- Dimension reduction techniques for conditional expectiles
- On post dimension reduction statistical inference
- Iterative application of dimension reduction methods
- Nonlinear dimension reduction for conditional quantiles
- Using intraslice covariances for improved estimation of the central subspace in regression
- A note on moment-based sufficient dimension reduction estimators
- Fused estimators of the central subspace in sufficient dimension reduction
- Probability-enhanced sufficient dimension reduction for binary classification
- Surrogate space based dimension reduction for nonignorable nonresponse
- A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications
- A note on sliced inverse regression with missing predictors
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
- Joint sufficient dimension reduction for estimating continuous treatment effect functions
- Central quantile subspace
- Multiple-population shrinkage estimation via sliced inverse regression
- Connecting continuum regression with sufficient dimension reduction
- An ensemble of inverse moment estimators for sufficient dimension reduction
- The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
- Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present
- Robust inference of conditional average treatment effects using dimension reduction
- Quantile based dimension reduction in censored regression
- On the consistency of coordinate-independent sparse estimation with BIC
- Quantile Martingale Difference Divergence for Dimension Reduction
- On a new class of sufficient dimension reduction estimators
- Dimension reduction-based significance testing in nonparametric regression
- Overlapping sliced inverse regression for dimension reduction
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Slicing-free inverse regression in high-dimensional sufficient dimension reduction
- Online sparse sliced inverse regression for high-dimensional streaming data
- Transformed central quantile subspace
- A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
- Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates
- Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
- Quantile treatment effect estimation with dimension reduction
- Robust dimension reduction using sliced inverse median regression
- Powerful nonparametric checks for parametric single-index quantile models with missing responses
- Data-driven slicing for dimension reduction in regressions: A likelihood-ratio approach
- Sufficient dimension reduction for conditional quantiles with alternative types of data
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- Efficient Integration of Sufficient Dimension Reduction and Prediction in Discriminant Analysis
- scientific article; zbMATH DE number 7376763 (Why is no real title available?)
- Sliced inverse median difference regression
- A minimum projected-distance test for parametric single-index Berkson models
- Model checking for parametric single-index quantile models
- Mixed effects envelope models
- Sufficient dimension reduction and prediction through cumulative slicing PFC
- Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
- Network Functional Varying Coefficient Model
- Adaptive-to-model checking for regressions with diverging number of predictors
- Generalized kernel-based inverse regression methods for sufficient dimension reduction
- A note on cumulative mean estimation
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
- Gradient-based approach to sufficient dimension reduction with functional or longitudinal covariates
- Tail inverse regression: dimension reduction for prediction of extremes
- On central matrix based methods in dimension reduction
- Dimension reduction via adaptive slicing
- Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates
- A shrinkage estimation of central subspace in sufficient dimension reduction
- An empirical process view of inverse regression
- Aggregate Inverse Mean Estimation for Sufficient Dimension Reduction
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
- Estimation and inference procedures for semiparametric distribution models with varying linear-index
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