Model-free coordinate test and variable selection via directional regression

DOI10.5705/SS.2014.111MaRDI QIDQ5739474zbMATH OpenOpenAlexFDO

Authors Zhou Yu, Yuexiao Dong

Publication date 15 July 2016

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/ba6c78e9e35ae2715753863c1eafd30a85221a4b

zbMATH Keywords

marginal coordinate testmaximum ratio criteriasliced average variance estimationsliced inverse regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Hypothesis testing in multivariate analysis (62H15)

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• On a new hybrid estimator for the central mean space
• On permutation tests for predictor contribution in sufficient dimension reduction
• On model-free conditional coordinate tests for regressions
• Dimension reduction via local rank regression
• A note on marginal coordinate test in sufficient dimension reduction
• On marginal coordinate test with multivariate responses
• Model-Free Statistical Inference on High-Dimensional Data
• On the foundational arguments of sufficient dimension reduction
• Model-free variable selection for conditional mean in regression

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