Sliced Regression for Dimension Reduction
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Cited in
(only showing first 100 items - show all)- Sliced inverse regression for multivariate response regression
- Dimension reduction based on weighted variance estimate
- Contour projected dimension reduction
- A constructive approach to the estimation of dimension reduction directions
- Semiparametric mixtures of regressions with single-index for model based clustering
- Entropy-based sliced inverse regression
- On a new class of sufficient dimension reduction estimators
- A unified approach to sufficient dimension reduction
- Quantile-slicing estimation for dimension reduction in regression
- Penalized principal logistic regression for sparse sufficient dimension reduction
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- Robust estimation and variable selection in sufficient dimension reduction
- Canonical kernel dimension reduction
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- The effect of data contamination in sliced inverse regression and finite sample breakdown point
- Slice inverse regression with score functions
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Iterative application of dimension reduction methods
- Kernel sliced inverse regression: regularization and consistency
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
- Dimension reduction in spatial regression with kernel SAVE method
- Estimating multi-index models with response-conditional least squares
- Dimension reduction for functional regression with a binary response
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Fusing sufficient dimension reduction with neural networks
- The ensemble conditional variance estimator for sufficient dimension reduction
- Sufficient dimension reduction for survival data analysis with error-prone variables
- Fréchet kernel sliced inverse regression
- Central subspaces review: methods and applications
- Sparse SIR: optimal rates and adaptive estimation
- Dimensionality determination: a thresholding double ridge ratio approach
- Generalized kernel-based inverse regression methods for sufficient dimension reduction
- Robust dimension reduction using sliced inverse median regression
- Sliced inverse median difference regression
- Robust MAVE through nonconvex penalized regression
- An ensemble of inverse moment estimators for sufficient dimension reduction
- Feature filter for estimating central mean subspace and its sparse solution
- Graph informed sliced inverse regression
- Inverse regression for longitudinal data
- Central quantile subspace
- Robust sufficient dimension reduction via ball covariance
- A note on cumulative mean estimation
- Variable selection and estimation for semi-parametric multiple-index models
- Advances in seeded dimension reduction: bootstrap criteria and extensions
- On the single-index model estimate of the conditional density function: consistency and implementation
- Variable selection through adaptive MAVE
- Asymptotics for kernel estimation of slicing average third-moment estimation
- Sufficient dimension reduction on marginal regression for gaps of recurrent events
- On sufficient dimension reduction for proportional censorship model with covariates
- On efficient dimension reduction with respect to a statistical functional of interest
- On spline approximation of sliced inverse regression
- Dimension reduction via marginal high moments in regression
- Cluster-based sliced inverse regression
- On central matrix based methods in dimension reduction
- Sliced inverse regression and independence in random marked sets with covariates
- Dimension reduction in regressions through weighted variance estimation
- A shrinkage estimation of central subspace in sufficient dimension reduction
- Sufficient dimension reduction via Bayesian mixture modeling
- A data-adaptive hybrid method for dimension reduction
- Some extensions of multivariate sliced inverse regression
- On Directional Regression for Dimension Reduction
- Direction estimation in single-index models via distance covariance
- Estimating central subspaces via inverse third moments
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- An adaptive composite quantile approach to dimension reduction
- scientific article; zbMATH DE number 940940 (Why is no real title available?)
- A semiparametric approach to dimension reduction
- Classification via Bayesian Nonparametric Learning of Affine Subspaces
- On a Principal Varying Coefficient Model
- Online sufficient dimension reduction through sliced inverse regression
- The maximum separation subspace in sufficient dimension reduction with categorical response
- Fused estimators of the central subspace in sufficient dimension reduction
- On cumulative slicing estimation for high dimensional data
- On sufficient dimension reduction via principal asymmetric least squares
- Dimension reduction via adaptive slicing
- A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications
- A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
- Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
- A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
- Robust inference of conditional average treatment effects using dimension reduction
- Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates
- Metric Learning via Cross-Validation
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
- Multiple-population shrinkage estimation via sliced inverse regression
- Covariate information matrix for sufficient dimension reduction
- Overlapping sliced inverse regression for dimension reduction
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- A partially linear single-index transformation model and its nonparametric estimation
- Dimension reduction in regressions through cumulative slicing estimation
- Likelihood-based sufficient dimension reduction
- A note on shrinkage sliced inverse regression
- Response and predictor folding to counter symmetric dependency in dimension reduction
- Conditional density estimation with dimensionality reduction via squared-loss conditional entropy minimization
- MAVE
- Efficiency loss and the linearity condition in dimension reduction
- Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations
- Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
- Marginal tests with sliced average variance estimation
- Using intraslice covariances for improved estimation of the central subspace in regression
- Sufficient dimension reduction via distance covariance with multivariate responses
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