On a dimension reduction regression with covariate adjustment

DOI10.1016/J.JMVA.2011.06.004MaRDI QIDQ643293zbMATHOpenAlexFDO

Authors Jun Zhang, Li-Ping Zhu, Li-Xing Zhu

Publication date 28 October 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.06.004

zbMATH Keywords

central subspaceBoston housing datacovariate-adjusted regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
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• Asymptotics for kernel estimate of sliced inverse regression
• Comment
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• Estimation for a partial-linear single-index model
• Estimation of the mean of a multivariate normal distribution
• Hedonic housing prices and the demand for clean air
• Inference for covariate adjusted regression via varying coefficient models
• Measurement Error Regression with Unknown Link: Dimension Reduction and Data Visualization
• On Directional Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• On Sliced Inverse Regression With High-Dimensional Covariates
• On almost linearity of low dimensional projections from high dimensional data
• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• On surrogate dimension reduction for measurement error regression: An invariance law
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Principal Hessian Directions for regression with measurement error
• Sliced Inverse Regression for Dimension Reduction
• Sufficient dimension reduction through discretization-expectation estimation
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Cited in

(26)

• A goodness-of-fit test for variable-adjusted models
• Statistical inference on restricted partial linear regression models with partial distortion measurement errors
• New approaches to model-free dimension reduction for bivariate regression
• Heteroscedasticity checks for single index models
• Estimation in linear regression models with measurement errors subject to single-indexed distortion
• Lasso-type estimation for covariate-adjusted linear model
• Checking the adequacy for a distortion errors-in-variables parametric regression model
• Sufficient dimension folding in regression via distance covariance for matrix‐valued predictors
• An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding
• Cox regression analysis for distorted covariates with an unknown distortion function
• Local linear estimation for covariate-adjusted varying-coefficient models
• Flexible dimension reduction in regression
• A revisit to correlation analysis for distortion measurement error data
• A new test for heteroscedasticity in single-index models
• Statistical inference for case-cohort design under the additive hazards model with covariate adjustment
• Inference for non-probability samples under high-dimensional covariate-adjusted superpopulation model
• Partial linear single index models with distortion measurement errors
• Regression analysis for outcome-dependent sampling design under the covariate-adjusted additive hazards model
• Statistical inference on partial linear additive models with distortion measurement errors
• Case-cohort and inference for the proportional hazards model with covariate adjustment
• Statistical inference on restricted linear regression models with partial distortion measurement errors
• Nonlinear models with measurement errors subject to single-indexed distortion
• Variable selection for covariate adjusted regression model
• Nonlinear measurement error models subject to additive distortion
• An adaptive estimation for covariate-adjusted nonparametric regression model
• Likelihood-based surrogate dimension reduction

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