A robust inverse regression estimator

DOI10.1016/J.SPL.2006.07.018zbMATH Open1118.62061OpenAlexW2087873163MaRDI QIDQ871022FDOQ871022

Authors: Liqiang Ni, R. Dennis Cook 

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.07.018

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zbMATH Keywords

central subspacesufficient dimension reduction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Testing predictor contributions in sufficient dimension reduction.
• Sliced Inverse Regression for Dimension Reduction
• Extending Sliced Inverse Regression
• On almost linearity of low dimensional projections from high dimensional data
• Title not available (Why is that?)
• Asymptotic Theory of Overparameterized Structural Models
• Sufficient Dimension Reduction via Inverse Regression
• Graphics for Regressions With a Binary Response

Cited In (9)

• A two-stage hybrid procedure for estimating an inverse regression function
• Fused Estimators of the Central Subspace in Sufficient Dimension Reduction
• A theoretical note on optimal sufficient dimension reduction with singularity
• A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
• Isometric sliced inverse regression for nonlinear manifold learning
• Robust estimation in inverse problems via quantile coupling
• On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
• Sufficient Dimension Reduction via Inverse Regression
• Fourier transform sparse inverse regression estimators for sufficient variable selection

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