Robust sufficient dimension reduction via α -distance covariance
From MaRDI portal
Publication:6885346
Cites work
- A feasible method for optimization with orthogonality constraints
- A generic sure independence screening procedure
- A Multiple-Index Model and Dimension Reduction
- An Adaptive Estimation of Dimension Reduction Space
- Brownian distance covariance
- Comment
- Direction estimation in single-index models via distance covariance
- Direction estimation in single-index regressions
- Direction Estimation in Single-Index Regressions via Hilbert-Schmidt Independence Criterion
- Feature screening via distance correlation learning
- Measuring and testing dependence by correlation of distances
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
- On almost linearity of low dimensional projections from high dimensional data
- On Directional Regression for Dimension Reduction
- Outlier detection in high-dimensional regression model
- Partial distance correlation with methods for dissimilarities
- Projection-like retractions on matrix manifolds
- Regularized simultaneous model selection in multiple quantiles regression
- Robust sufficient dimension reduction via ball covariance
- Sequential sufficient dimension reduction for large \(p\), small \(n\) problems
- Sliced Inverse Regression for Dimension Reduction
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
This page was built for publication: Robust sufficient dimension reduction via α -distance covariance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6885346)
