On Sliced Inverse Regression With High-Dimensional Covariates
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Publication:5754971
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- Multi-index regression models with missing covariates at random
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- 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
- Heteroscedastic modelling via the autoregressive conditional variance subspace
- Model averaging assisted sufficient dimension reduction
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- Homogeneity Pursuit in Single Index Models based Panel Data Analysis
- A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
- Partial dynamic dimension reduction for conditional mean in regression
- Sliced inverse median difference regression
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- A goodness-of-fit test for variable-adjusted models
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- Mean response estimation with missing response in the presence of high-dimensional covariates
- On principal graphical models with application to gene network
- Asymptotics for sliced average variance estimation
- A note on cumulative mean estimation
- Dimension reduction based on conditional multiple index density function
- A selective overview of sparse sufficient dimension reduction
- Dimension reduction estimation for central mean subspace with missing multivariate response
- A new sliced inverse regression method for multivariate response
- Dimension reduction via adaptive slicing
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Sparse sliced inverse regression via Lasso
- An alternating determination-optimization approach for an additive multi-index model
- Dimension reduction-based significance testing in nonparametric regression
- Covariate information matrix for sufficient dimension reduction
- Nonparametric variable selection and its application to additive models
- Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
- Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear 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
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- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
- A note on sliced inverse regression with missing predictors
- Using intraslice covariances for improved estimation of the central subspace in regression
- Dimension reduction for functional regression with a binary response
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- Partial sufficient dimension reduction on joint model of recurrent and terminal events
- On cumulative slicing estimation for high dimensional data
- On the optimality of sliced inverse regression in high dimensions
- On spline approximation of sliced inverse regression
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
- Graph informed sliced inverse regression
- Sparse SIR: optimal rates and adaptive estimation
- Order determination for spiked-type models with a divergent number of spikes
- Model checking for parametric single-index models with massive datasets
- Dimension reduction in functional regression with categorical predictor
- A structured covariance ensemble for sufficient dimension reduction
- Functional envelope for model-free sufficient dimension reduction
- High-dimensional regression analysis with treatment comparisons
- An adaptive-to-model test for partially parametric single-index models
- Computational Outlier Detection Methods in Sliced Inverse Regression
- Sufficient dimension reduction in multivariate regressions with categorical predictors
- Robust sufficient dimension reduction via ball covariance
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- A cost based reweighted scheme of principal support vector machine
- On kernel method for sliced average variance estimation
- On a dimension reduction regression with covariate adjustment
- Estimation and inference on central mean subspace for multivariate response data
- Model-free envelope dimension selection
- Partial projective resampling method for dimension reduction: with applications to partially linear models
- Student sliced inverse regression
- Analysing nonlinear time series with central subspace
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- A Projective Approach to Conditional Independence Test for Dependent Processes
- High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
- Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates
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- Dimension reduction transfer function model
- Dimensionality determination: a thresholding double ridge ratio approach
- Dimension reduction estimation for probability density with data missing at random when covariables are present
- Interpretable sparse SIR for functional data
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
- Aggregate Inverse Mean Estimation for Sufficient Dimension Reduction
- On the single-index model estimate of the conditional density function: consistency and implementation
- 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
- Misspecified nonconvex statistical optimization for sparse phase retrieval
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Sufficient forecasting using factor models
- Dimension Reduction for Fréchet Regression
- An ensemble of inverse moment estimators for sufficient dimension reduction
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