A sparse eigen-decomposition estimation in semiparametric regression
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Cites work
- An Adaptive Estimation of Dimension Reduction Space
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- Asymptotics for kernel estimate of sliced inverse regression
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- Determining the dimension of iterative Hessian transformation
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- Determining the Dimensionality in Sliced Inverse Regression
- Dimension reduction for conditional mean in regression
- Extending Sliced Inverse Regression
- Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 1157169 (Why is no real title available?)
- scientific article; zbMATH DE number 1850469 (Why is no real title available?)
- scientific article; zbMATH DE number 788275 (Why is no real title available?)
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- On Sliced Inverse Regression With High-Dimensional Covariates
- On the asymptotics of constrained \(M\)-estimation
- Sliced Inverse Regression for Dimension Reduction
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
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- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
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- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Sufficient dimension reduction in multivariate regressions with categorical predictors
- Surrogate space based dimension reduction for nonignorable nonresponse
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- Mean response estimation with missing response in the presence of high-dimensional covariates
- Fourier transform approach for inverse dimension reduction method
- Metric Learning via Cross-Validation
- Covariate information matrix for sufficient dimension reduction
- Dimension reduction based linear surrogate variable approach for model free variable selection
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