An adaptive estimation of MAVE
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Publication:643296
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Cites work
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- Adaptive maximum likelihood estimators of a location parameter
- An Adaptive Estimation of Dimension Reduction Space
- Asymptotically efficient adaptive rank estimates in location models
- Comment
- Contour regression: a general approach to dimension reduction
- Dimension reduction for conditional mean in regression
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- Graphics for Regressions With a Binary Response
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Cited in
(17)- Semiparametric mixtures of regressions with single-index for model based clustering
- Robust estimation and variable selection in sufficient dimension reduction
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- Robust MAVE through nonconvex penalized regression
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Adaptive estimation for varying coefficient models
- Variable selection through adaptive MAVE
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
- Kernel Density-Based Linear Regression Estimate
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Robust linear regression: A review and comparison
- Robust estimation for partial linear single-index models
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
- Dimension reduction via local rank regression
- Projection expectile regression for sufficient dimension reduction
- Conditional sufficient variable selection with prior information
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