scientific article; zbMATH DE number 5586093

zbMATH Open1166.62044MaRDI QIDQ5323645FDOQ5323645

Authors: Li-Xing Zhu, Li-Ping Zhu 

Publication date: 23 July 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N2/j19n225/j19n225.html

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zbMATH Keywords

asymptotic normalityheteroscedasticitydimension reductionouter product gradientcentral variance subspace

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited In (23)

• Condition estimation for regression and feature selection
• Central \(k\)\,th-conditional moment subspace estimation with high dimensional and highly correlated predictors
• Heteroscedastic modelling via the autoregressive conditional variance subspace
• Longitudinal data analysis using sufficient dimension reduction method
• Dimension reduction via Gaussian ridge functions
• Flexible dimension reduction in regression
• Partial dynamic dimension reduction for conditional mean in regression
• Dimension reduction for conditional mean in regression
• Stable direction recovery in single-index models with a diverging number of predictors
• Fourier transform approach for inverse dimension reduction method
• Feature filter for estimating central mean subspace and its sparse solution
• Central quantile subspace
• Sufficient dimension reduction based on an ensemble of minimum average variance estimators
• An adaptive composite quantile approach to dimension reduction
• Optimal sufficient dimension reduction for the conditional mean in multivariate regression
• Dimensionality determination: a thresholding double ridge ratio approach
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• An ensemble of inverse moment estimators for sufficient dimension reduction
• Dimension reduction for the conditional mean and variance functions in time series
• Quantile Martingale Difference Divergence for Dimension Reduction
• On efficient dimension reduction with respect to a statistical functional of interest
• Semiparametric estimation and inference of variance function with large dimensional covariates
• The conditionality principle in high-dimensional regression

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