Dimension reduction in regressions through cumulative slicing estimation

DOI10.1198/JASA.2010.TM09666zbMATH Open1388.62121OpenAlexW2032460509MaRDI QIDQ5255686FDOQ5255686

Authors: Li-Xing Zhu, Zhenghui Feng, Li-Ping Zhu 

Publication date: 17 June 2015

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

Full work available at URL: https://doi.org/10.1198/jasa.2010.tm09666

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zbMATH Keywords

inverse regressionsemiparametric modelingultrahigh dimensionality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Cited In (92)

• Multi-index regression models with missing covariates at random
• Series expansion for functional sufficient dimension reduction
• Robust dimension reduction using sliced inverse median regression
• Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates
• Dimension reduction techniques for conditional expectiles
• Flexible dimension reduction in regression
• Sliced inverse median difference regression
• A goodness-of-fit test for variable-adjusted models
• Fused Estimators of the Central Subspace in Sufficient Dimension Reduction
• Sufficient dimension folding via tensor inverse regression
• Principal weighted logistic regression for sufficient dimension reduction in binary classification
• A new sliced inverse regression method for multivariate response
• A quantile‐slicing approach for sufficient dimension reduction with censored responses
• Quantile-slicing estimation for dimension reduction in regression
• Fourier transform approach for inverse dimension reduction method
• Connecting continuum regression with sufficient dimension reduction
• Dimension reduction-based significance testing in nonparametric regression
• Overlapping sliced inverse regression for dimension reduction
• Variable selection in heteroscedastic single-index quantile regression
• On model-free conditional coordinate tests for regressions
• Using intraslice covariances for improved estimation of the central subspace in regression
• A note on sliced inverse regression with missing predictors
• Transformed central quantile subspace
• High-dimensional sufficient dimension reduction through principal projections
• Sufficient dimension reduction for survival data analysis with error-prone variables
• Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
• Central quantile subspace
• A structured covariance ensemble for sufficient dimension reduction
• Functional envelope for model-free sufficient dimension reduction
• The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
• Quantile based dimension reduction in censored regression
• An adaptive composite quantile approach to dimension reduction
• On a dimension reduction regression with covariate adjustment
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• Model-free envelope dimension selection
• Quantile treatment effect estimation with dimension reduction
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• Dimension reduction based linear surrogate variable approach for model free variable selection
• Using sliced inverse mean difference for sufficient dimension reduction
• Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
• Joint sufficient dimension reduction for estimating continuous treatment effect functions
• Sliced Regression for Dimension Reduction
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction
• Probability-enhanced effective dimension reduction for classifying sparse functional data
• An ensemble of inverse moment estimators for sufficient dimension reduction
• Robust inverse regression for dimension reduction
• Probability-enhanced sufficient dimension reduction for binary classification
• Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present
• Quantile Martingale Difference Divergence for Dimension Reduction
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• Expected Conditional Characteristic Function-based Measures for Testing Independence
• Surrogate space based dimension reduction for nonignorable nonresponse
• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
• Generalized kernel-based inverse regression methods for sufficient dimension reduction
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• A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications
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• Nonlinear dimension reduction for conditional quantiles
• Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
• Sufficient dimension reduction and prediction through cumulative slicing PFC
• Tail inverse regression: dimension reduction for prediction of extremes
• An empirical process view of inverse regression
• A note on cumulative mean estimation
• Dimension reduction via adaptive slicing
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
• Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
• Online sparse sliced inverse regression for high-dimensional streaming data
• Efficient Integration of Sufficient Dimension Reduction and Prediction in Discriminant Analysis
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• Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates
• Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
• Aggregate Inverse Mean Estimation for Sufficient Dimension Reduction
• Gradient-based approach to sufficient dimension reduction with functional or longitudinal covariates
• Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index
• Data-driven slicing for dimension reduction in regressions: A likelihood-ratio approach
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• On central matrix based methods in dimension reduction
• A shrinkage estimation of central subspace in sufficient dimension reduction
• Network Functional Varying Coefficient Model
• A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
• Slicing-free inverse regression in high-dimensional sufficient dimension reduction
• A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
• A minimum projected-distance test for parametric single-index Berkson models
• Model checking for parametric single-index quantile models
• Mixed effects envelope models
• Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates
• Powerful nonparametric checks for parametric single-index quantile models with missing responses
• Adaptive-to-model checking for regressions with diverging number of predictors

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