scientific article; zbMATH DE number 5586093
From MaRDI portal
Publication:5323645
Recommendations
- Dimension reduction for conditional mean in regression
- Conditional variance estimator for sufficient dimension reduction
- Response dimension reduction for the conditional mean in multivariate regression
- Dimension Reduction for the Conditionalkth Moment in Regression
- Dimension reduction for the conditional mean in regressions with categorical predictors
- Optimal sufficient dimension reduction for the conditional mean in multivariate regression
- Partial dynamic dimension reduction for conditional mean in regression
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
- Partial dynamic dimension reduction for conditional mean in regression
- Flexible dimension reduction 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
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5323645)
