On Sliced Inverse Regression With High-Dimensional Covariates

DOI10.1198/016214505000001285zbMATH Open1119.62331OpenAlexW2095296627MaRDI QIDQ5754971FDOQ5754971

Authors: Li-Xing Zhu, Baiqi Miao, Heng Peng 

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214505000001285

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• scientific article; zbMATH DE number 788275

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cited In (only showing first 100 items - show all)

• Functional contour regression
• Multi-index regression models with missing covariates at random
• On consistency and sparsity for sliced inverse regression in high dimensions
• Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates
• Heteroscedastic modelling via the autoregressive conditional variance subspace
• Model averaging assisted sufficient dimension reduction
• A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
• A goodness-of-fit test for variable-adjusted models
• Sufficient dimension reduction via principal L\(q\) support vector machine
• Nonlinear surface regression with dimension reduction method
• On hybrid methods of inverse regression-based algorithms
• Mean response estimation with missing response in the presence of high-dimensional covariates
• Principal support vector machines for linear and nonlinear sufficient dimension reduction
• On principal graphical models with application to gene network
• Asymptotics for sliced average variance estimation
• A selective overview of sparse sufficient dimension reduction
• Dimension reduction based on conditional multiple index density function
• A new sliced inverse regression method for multivariate response
• Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
• Sparse sliced inverse regression via Lasso
• Covariate information matrix for sufficient dimension reduction
• Nonparametric variable selection and its application to additive models
• An alternating determination-optimization approach for an additive multi-index model
• Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
• Using intraslice covariances for improved estimation of the central subspace in regression
• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
• A note on sliced inverse regression with missing predictors
• Model-based SIR for dimension reduction
• On splines approximation for sliced average variance estimation
• Dimension reduction for functional regression with a binary response
• On the optimality of sliced inverse regression in high dimensions
• On spline approximation of sliced inverse regression
• A structured covariance ensemble for sufficient dimension reduction
• Sparse SIR: optimal rates and adaptive estimation
• Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
• Functional envelope for model-free sufficient dimension reduction
• An adaptive-to-model test for partially parametric single-index models
• Sufficient dimension reduction in multivariate regressions with categorical predictors
• A cost based reweighted scheme of principal support vector machine
• On kernel method for sliced average variance estimation
• Estimation and inference on central mean subspace for multivariate response data
• On a dimension reduction regression with covariate adjustment
• Model-free envelope dimension selection
• Partial projective resampling method for dimension reduction: with applications to partially linear models
• Student sliced inverse regression
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Dimension reduction estimation for probability density with data missing at random when covariables are present
• Interpretable sparse SIR for functional data
• Dimension reduction based linear surrogate variable approach for model free variable selection
• Estimation of inverse mean: an orthogonal series approach
• A sparse eigen-decomposition estimation in semiparametric regression
• 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
• Sufficient forecasting using factor models
• Robust inverse regression for dimension reduction
• Missing data analysis with sufficient dimension reduction
• Robust estimating equation-based sufficient dimension reduction
• Sliced Inverse Regression with Regularizations
• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• Probability-enhanced sufficient dimension reduction for binary classification
• On the conditional distributions of low-dimensional projections from high-dimensional data
• Sufficient dimension reduction for censored regressions
• A convex formulation for high-dimensional sparse sliced inverse regression
• Partially linear estimation using sufficient dimension reduction
• Dimension reduction with missing response at random
• On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
• On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
• Sufficient dimension reduction via squared-loss mutual information estimation
• Nonlinear measurement error models subject to additive distortion
• The conditionality principle in high-dimensional regression
• Dimension reduction and predictor selection in semiparametric models
• SAVE: Robust or not?
• Order Determination for Spiked Type Models
• Dimension reduction regressions with measurement errors subject to additive distortion
• Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates
• Homogeneity Pursuit in Single Index Models based Panel Data Analysis
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
• Sliced average variance estimation for tensor data
• Simultaneous estimation for semi-parametric multi-index models
• Partial dynamic dimension reduction for conditional mean in regression
• Sliced inverse median difference regression
• An empirical process view of inverse regression
• Penalized Weighted Variance Estimate for Dimension Reduction
• A note on cumulative mean estimation
• Dimension reduction via adaptive slicing
• Dimension reduction estimation for central mean subspace with missing multivariate response
• Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
• Dimension reduction-based significance testing in nonparametric regression
• Overlapping sliced inverse regression for dimension reduction
• Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
• Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
• Partial sufficient dimension reduction on joint model of recurrent and terminal events
• On cumulative slicing estimation for high dimensional data
• Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
• Order determination for spiked-type models with a divergent number of spikes
• Model checking for parametric single-index models with massive datasets
• Graph informed sliced inverse regression
• Dimension reduction in functional regression with categorical predictor
• Computational Outlier Detection Methods in Sliced Inverse Regression
• High-dimensional regression analysis with treatment comparisons

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