Dimension reduction in regressions through cumulative slicing estimation

DOI10.1198/JASA.2010.TM09666MaRDI QIDQ5255686zbMATH OpenOpenAlexFDO

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

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)

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• Slicing-free inverse regression in high-dimensional sufficient dimension reduction
• Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates
• Model checking for parametric single-index quantile models
• Mixed effects envelope models
• Multiple-population shrinkage estimation via sliced inverse regression
• A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications
• Estimation and inference procedures for semiparametric distribution models with varying linear-index
• Adaptive-to-model checking for regressions with diverging number of predictors
• Powerful nonparametric checks for parametric single-index quantile models with missing responses
• Sparse Fréchet sufficient dimension reduction with graphical structure among predictors
• Nonlinear dimension reduction for conditional quantiles
• Multi-index regression models with missing covariates at random
• Series expansion for functional sufficient dimension reduction
• Dimension reduction and predictor selection in semiparametric models
• Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates
• Robust dimension reduction using sliced inverse median regression
• Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
• Dimension reduction techniques for conditional expectiles
• Sufficient dimension reduction and prediction through cumulative slicing PFC
• Robust inference of conditional average treatment effects using dimension reduction
• Using sliced inverse mean difference for dimension reduction in multivariate time series
• Tail inverse regression: dimension reduction for prediction of extremes
• Federated sufficient dimension reduction through high-dimensional sparse sliced inverse regression
• Sliced inverse median difference regression
• Flexible dimension reduction in regression
• An empirical process view of inverse regression
• A goodness-of-fit test for variable-adjusted models
• A note on cumulative mean estimation
• Expected conditional characteristic function-based measures for testing independence
• Principal weighted logistic regression for sufficient dimension reduction in binary classification
• Sufficient dimension folding via tensor inverse regression
• A new sliced inverse regression method for multivariate response
• Quantile-slicing estimation for dimension reduction in regression
• Dimension reduction via adaptive slicing
• A quantile‐slicing approach for sufficient dimension reduction with censored responses
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
• Fourier transform approach for inverse dimension reduction method
• Connecting continuum regression with sufficient dimension reduction
• On model-free conditional coordinate tests for regressions
• Dimension reduction-based significance testing in nonparametric regression
• Overlapping sliced inverse regression for dimension reduction
• Variable selection in heteroscedastic single-index quantile regression
• The maximum separation subspace in sufficient dimension reduction with categorical response
• Online sufficient dimension reduction through sliced inverse regression
• Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
• A note on sliced inverse regression with missing predictors
• Using intraslice covariances for improved estimation of the central subspace in regression
• 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
• Transformed central quantile subspace
• Central quantile subspace
• On cumulative slicing estimation for high dimensional data
• On post dimension reduction statistical inference
• Online sparse sliced inverse regression for high-dimensional streaming data
• On a new class of sufficient dimension reduction estimators
• A structured covariance ensemble for sufficient dimension reduction
• Functional envelope for model-free sufficient dimension reduction
• Efficient Integration of Sufficient Dimension Reduction and Prediction in Discriminant Analysis
• On the consistency of coordinate-independent sparse estimation with BIC
• Quantile based dimension reduction in censored regression
• The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
• scientific article; zbMATH DE number 7376763 (Why is no real title available?)
• Sufficient dimension reduction and prediction in regression: asymptotic results
• An adaptive composite quantile approach to dimension reduction
• Envelope inverse regression for dimension reduction: a review and new perspectives
• On a dimension reduction regression with covariate adjustment
• Model-free envelope dimension selection
• Sufficient dimension reduction and instrument search for data with nonignorable nonresponse
• Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates
• Sufficient dimension reduction in regressions through cumulative Hessian directions
• Quantile treatment effect estimation with dimension reduction
• Optimal subsampling for estimation of dimension reduction directions
• A general framework to extend sufficient dimension reductions to the cases of the mixture multivariate elliptical distributions
• Efficient estimation in sufficient dimension reduction
• Fused estimators of the central subspace in sufficient dimension reduction
• Smote enhanced cumulative moment estimation for sufficient dimension reduction
• Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
• Aggregate Inverse Mean Estimation for Sufficient Dimension Reduction
• Multi-population sufficient dimension reduction
• Boosted sliced regression for dimension reduction in binary classification
• 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
• Probability-enhanced effective dimension reduction for classifying sparse functional data
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Functional sufficient dimension reduction with multivariate responses: a projection averaging method and beyond
• Gradient-based approach to sufficient dimension reduction with functional or longitudinal covariates
• An ensemble of inverse moment estimators for sufficient dimension reduction
• Robust inverse regression for dimension reduction
• Data-driven slicing for dimension reduction in regressions: A likelihood-ratio approach
• Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present
• Probability-enhanced sufficient dimension reduction for binary classification
• Weighted residual empirical processes, martingale transformations, and model specification tests for regressions with diverging number of parameters
• Quantile Martingale Difference Divergence for Dimension Reduction
• A note on moment-based sufficient dimension reduction estimators
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• Iterative application of dimension reduction methods

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