An adaptive estimation of MAVE
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Publication:643296
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Cites work
- scientific article; zbMATH DE number 5520727 (Why is no real title available?)
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 774848 (Why is no real title available?)
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- A nonparametric regression estimator that adapts to error distribution of unknown form
- Adaptive estimation in time series regression models
- Adaptive estimation of cointegrating regressions with ARMA errors
- 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
- Dimension reduction in functional regression with applications
- Efficient estimation in semiparametric GARCH models
- Graphics for Regressions With a Binary Response
- Interactive Tree-Structured Regression via Principal Hessian Directions
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On adaptive estimation
- On efficient estimation in regression models
- On the Interpretation of Regression Plots
- Regression analysis under link violation
- Robust estimation of dimension reduction space
- Semi-parametric estimation of partially linear single-index models
- Semiparametric inference with kernel likelihood
- Sliced Inverse Regression for Dimension Reduction
- Sliced Regression for Dimension Reduction
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
Cited in
(16)- Semiparametric mixtures of regressions with single-index for model based clustering
- Projection expectile regression for sufficient dimension reduction
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- Robust estimation for partial linear single-index models
- Adaptive estimation for varying coefficient models
- 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
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
- Dimension reduction via local rank regression
- Robust linear regression: A review and comparison
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Robust MAVE through nonconvex penalized regression
- Kernel Density-Based Linear Regression Estimate
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Robust estimation and variable selection in sufficient dimension reduction
- Variable selection through adaptive MAVE
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