Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
From MaRDI portal
(Redirected from Publication:5256290)
Recommendations
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- Dimension folding PCA and PFC for matrix-valued predictors
- On efficient dimension reduction with respect to a statistical functional of interest
- On dimension folding of matrix- or array-valued statistical objects
- Functional sufficient dimension reduction through average Fréchet derivatives
Cites work
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- A single-index quantile regression model and its estimation
- An Adaptive Estimation of Dimension Reduction Space
- Composite quantile regression and the oracle model selection theory
- Contour regression: a general approach to dimension reduction
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 976830 (Why is no real title available?)
- On a projective resampling method for dimension reduction with multivariate responses
- On dimension folding of matrix- or array-valued statistical objects
- On efficient dimension reduction with respect to a statistical functional of interest
- On Sliced Inverse Regression With High-Dimensional Covariates
- Period Analysis of Variable Stars by Robust Smoothing
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression for longitudinal data with a working correlation model
- Quantile smoothing splines
- Robust Estimation of a Location Parameter
- Robust estimation of dimension reduction space
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
- Single-index quantile regression
- Sliced Inverse Regression with Regularizations
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
Cited in
(6)- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- On dimension folding of matrix- or array-valued statistical objects
- Likelihood-Based Dimension Folding on Tensor Data
- Model-Free Variable Selection With Matrix-Valued Predictors
- Quad folding: a simple idea for the subjective property characterization of large sample sets
- Dimension folding PCA and PFC for matrix-valued predictors
This page was built for publication: Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5256290)