An adaptive estimation of MAVE
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Publication:643296
DOI10.1016/J.JMVA.2011.07.001zbMATH Open1352.62060OpenAlexW2164346591MaRDI QIDQ643296FDOQ643296
Authors: Qin Wang, Weixin Yao 
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.2011.07.001
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Cites Work
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Cited In (16)
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
- Robust estimation for partial linear single-index models
- Robust MAVE through nonconvex penalized regression
- Robust estimation and variable selection in sufficient dimension reduction
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
- Projection expectile regression for sufficient dimension reduction
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- Kernel Density-Based Linear Regression Estimate
- Adaptive estimation for varying coefficient models
- Variable selection through adaptive MAVE
- Semiparametric mixtures of regressions with single-index for model based clustering
- Robust linear regression: A review and comparison
- Dimension reduction via local rank regression
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
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