On almost linearity of low dimensional projections from high dimensional data
From MaRDI portal
Publication:688391
DOI10.1214/aos/1176349155zbMath0782.62065OpenAlexW2081988173MaRDI QIDQ688391
Publication date: 7 March 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349155
dimension reductionprojection pursuitclosed form expressionsnormal densityhigh dimensional datasliced inverse regressiondata visualizationdeviation from linearitydeviation from normalitylink violationlow dimensional projectionsmost nonlinear regressionrotational twinsimple unbiased estimates
Related Items
Quantile regression for single-index-coefficient regression models, Testing predictor contributions in sufficient dimension reduction., Nonlinear surface regression with dimension reduction method, A new sliced inverse regression method for multivariate response, Multiple Loci Mapping via Model-free Variable Selection, Optimal sufficient dimension reduction in regressions with categorical predictors, Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction, Conditional feature screening for mean and variance functions in models with multiple-index structure, Moderate projection pursuit regression for multivariate response data, Nonlinear confounding in high-dimensional regression, Determining the dimension of iterative Hessian transformation, On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors, Penalized principal logistic regression for sparse sufficient dimension reduction, Statistical Inference for Single-index Panel Data Models, Principal quantile regression for sufficient dimension reduction with heteroscedasticity, Student sliced inverse regression, Sufficient dimension reduction using Hilbert-Schmidt independence criterion, Partial projective resampling method for dimension reduction: with applications to partially linear models, Inference for biased transformation models, Adaptive conditional feature screening, Robust and efficient direction identification for groupwise additive multiple-index models and its applications, On the conditional distributions of low-dimensional projections from high-dimensional data, A note on least squares sensitivity in single-index model estimation and the benefits of response transformations, A robust inverse regression estimator, Central subspaces review: methods and applications, On the single-index model estimate of the conditional density function: consistency and implementation, Projections of a general binary model on a logistic regression, Functional contour regression, Direction estimation in single-index models via distance covariance, Nonparametric variable selection and its application to additive models, Estimation for single-index models via martingale difference divergence, An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding, Conditional regression for single-index models, Robust direction identification and variable selection in high dimensional general single-index models, Sufficient dimension reduction through informative predictor subspace, Stable direction recovery in single-index models with a diverging number of predictors, Dimension reduction based linear surrogate variable approach for model free variable selection, Non-convex penalized estimation in high-dimensional models with single-index structure, Dimension reduction for regression estimation with nearest neighbor method, Iterative application of dimension reduction methods, On a dimension reduction regression with covariate adjustment, Principal support vector machines for linear and nonlinear sufficient dimension reduction, Mean response estimation with missing response in the presence of high-dimensional covariates, Double-slicing assisted sufficient dimension reduction for high-dimensional censored data, On principal Hessian directions for multivariate response regressions, Variable selection in a class of single-index models, Nearest neighbor inverse regression, New efficient estimation and variable selection in models with single-index structure, Robust sure independence screening for ultrahigh dimensional non-normal data, Dimension reduction in survival regressions with censored data via an imputed spline approach, Conditionally specified models and dimension reduction in the exponential families, Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion, Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression, On surrogate dimension reduction for measurement error regression: An invariance law, An ensemble of inverse moment estimators for sufficient dimension reduction, Sufficient Dimension Reduction for Censored Regressions, Dimension Reduction in Regressions through Weighted Variance Estimation, Sliced inverse regression in reference curves estimation, Cluster-based estimation for sufficient dimension reduction, Dimension reduction in functional regression with applications, Longitudinal data analysis using sufficient dimension reduction method, Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates, Estimation for biased partial linear single index models, High-dimensional regression analysis with treatment comparisons, Adaptive confidence region for the direction in semiparametric regressions, A sliced inverse regression approach for data stream, Sufficient forecasting using factor models, Kernel sliced inverse regression: regularization and consistency, On testing common indices for two multi-index models: a link-free approach, A distribution-based Lasso for a general single-index model, Estimation and hypothesis test for single-index multiplicative models, Model-based SIR for dimension reduction, Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression, Response dimension reduction for the conditional mean in multivariate regression, Estimating sufficient reductions of the predictors in abundant high-dimensional regressions, Cluster-based sliced inverse regression, A theoretical view of the envelope model for multivariate linear regression as response dimension reduction, A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches, Canonical Correlation Analysis Through Linear Modeling, An OLS-based predictor test for a single-index model for predicting transcription rate from histone acetylation level, Partial moment-based sufficient dimension reduction, Two step composite quantile regression for single-index models, Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors, New approaches to model-free dimension reduction for bivariate regression, Learning non-parametric basis independent models from point queries via low-rank methods, Cluster-based regularized sliced inverse regression for forecasting macroeconomic variables, A new approach on recursive and non-recursive SIR methods, A robust estimator of multivariate location based on projection, An RKHS formulation of the inverse regression dimension-reduction problem, An Empirical Process View of Inverse Regression, Sliced inverse regression for multivariate response regression, Trimming influential observations for improved single-index model estimated sufficient summary plots, Estimation and clustering for partially heterogeneous single index model, Advanced topics in sliced inverse regression, Adaptive-to-model checking for regressions with diverging number of predictors, An integral transform method for estimating the central mean and central subspaces, Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach, Dimension reduction for conditional mean in regression, A study of sensitivity analysis on the method of principal Hessian directions, Asymptotic distributions for testing dimensionality in \(q\)-based pHd., A note On outlier sensitivity of Sliced Inverse Regression, Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units, Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data, An Adaptive Estimation of Dimension Reduction Space, De-noising boosting methods for variable selection and estimation subject to error-prone variables, Extreme Quantile Estimation Based on the Tail Single-index Model, An enhanced random forest with canonical partial least squares for classification, Estimation and variable selection for a class of quantile regression models with multiple index, Partial index additive models with additive distortion measurement errors, Variable importance assessment in sliced inverse regression for variable selection, Variable-dependent partial dimension reduction, An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems, Tail inverse regression: dimension reduction for prediction of extremes, STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA, Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach, Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIRαMethod, A link-free sparse group variable selection method for single-index model, Statistical modelling via dimension reduction methods, On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach, OLS for 1D Regression Models, Dimension Reduction for the Conditionalkth Moment in Regression, Sliced inverse regression under linear constraints, Sliced Inverse Regression with Regularizations, Inverse Regression in Binary Response LDV Model, Inference for biased models: a quasi-instrumental variable approach, Dimension reduction regressions with measurement errors subject to additive distortion, Tobit model estimation and sliced inverse regression, Dimension reduction boosting, Fused Estimators of the Central Subspace in Sufficient Dimension Reduction, Sufficient dimension reduction for conditional quantiles with alternative types of data, A model-free conditional screening approach via sufficient dimension reduction, Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension, Response dimension reduction: model-based approach, Unnamed Item, Unnamed Item, Some extensions of multivariate sliced inverse regression, On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method, Computational Outlier Detection Methods in Sliced Inverse Regression, A Semiparametric Approach to Dimension Reduction
Uses Software