Sufficient dimension reduction via distance covariance with multivariate responses

DOI10.1080/10485252.2018.1562065zbMath1418.62230OpenAlexW2907279127WikidataQ128674006 ScholiaQ128674006MaRDI QIDQ5742396

Xiangrong Yin, Qingcong Yuan, Xianyan Chen

Publication date: 14 May 2019

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2018.1562065

zbMATH Keywords

robustsufficient dimension reductiondistance covariancecentral subspaceprojective resamplingmultivariate responsesdual central subspace

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

A selective review of sufficient dimension reduction for multivariate response regression ⋮ Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space ⋮ Superposition, reduction of multivariable problems, and approximation ⋮ Minimum average variance estimation with group Lasso for the multivariate response central mean subspace

Uses Software

• NlcOptim

Cites Work

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• Comment
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