Sliced Regression for Dimension Reduction

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Cited in

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An adaptive composite quantile approach to dimension reduction
On spline approximation of sliced inverse regression
Advances in seeded dimension reduction: bootstrap criteria and extensions
Marginal tests with sliced average variance estimation
An adaptive estimation of MAVE
Semiparametric mixtures of regressions with single-index for model based clustering
Classification via Bayesian Nonparametric Learning of Affine Subspaces
Projection expectile regression for sufficient dimension reduction
Canonical kernel dimension reduction
A selective overview of sparse sufficient dimension reduction
MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
Direction estimation in single-index models via distance covariance
A structured covariance ensemble for sufficient dimension reduction
On expectile-assisted inverse regression estimation for sufficient dimension reduction
Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations
A constructive approach to the estimation of dimension reduction directions
Quantile-slicing estimation for dimension reduction in regression
Optimal quantization applied to sliced inverse regression
Sufficient dimension reduction via Bayesian mixture modeling
Estimating central subspaces via inverse third moments
A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
Some extensions of multivariate sliced inverse regression
Dimension reduction based linear surrogate variable approach for model free variable selection
Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
Using sliced inverse mean difference for sufficient dimension reduction
Estimation of inverse mean: an orthogonal series approach
Penalized principal logistic regression for sparse sufficient dimension reduction
A brief review of linear sufficient dimension reduction through optimization
Efficiency loss and the linearity condition in dimension reduction
A partially linear single-index transformation model and its nonparametric estimation
Sliced inverse regression for multivariate response regression
A unified approach to sufficient dimension reduction
The maximum separation subspace in sufficient dimension reduction with categorical response
Online sufficient dimension reduction through sliced inverse regression
Sparse SIR: optimal rates and adaptive estimation
Dimension reduction for functional regression with a binary response
Entropy-based sliced inverse regression
Sufficient dimension reduction using Hilbert-Schmidt independence criterion
Covariate information matrix for sufficient dimension reduction
Iterative application of dimension reduction methods
Sliced inverse regression and independence in random marked sets with covariates
Fourier transform sparse inverse regression estimators for sufficient variable selection
A data-adaptive hybrid method for dimension reduction
MAVE
Estimation on inverse regression using principal components of covariance matrix of sliced data
Using intraslice covariances for improved estimation of the central subspace in regression
Fused estimators of the central subspace in sufficient dimension reduction
Comment
Central quantile subspace
A new estimator for efficient dimension reduction in regression
Cluster-based sliced inverse regression
Contour projected dimension reduction
Multiple-population shrinkage estimation via sliced inverse regression
A semiparametric approach to dimension reduction
On efficient dimension reduction with respect to a statistical functional of interest
An ensemble of inverse moment estimators for sufficient dimension reduction
Implications of influence function analysis for sliced inverse regression and sliced average variance estimation
Estimating multi-index models with response-conditional least squares
On Directional Regression for Dimension Reduction
A note on shrinkage sliced inverse regression
Likelihood-based sufficient dimension reduction
Kernel sliced inverse regression: regularization and consistency
Robust inference of conditional average treatment effects using dimension reduction
The EFM approach for single-index models
Sufficient dimension reduction based on an ensemble of minimum average variance estimators
The ensemble conditional variance estimator for sufficient dimension reduction
On a Principal Varying Coefficient Model
Ensemble sufficient dimension folding methods for analyzing matrix-valued data
Inverse regression for longitudinal data
Dimension reduction using the generalized gradient direction
Sliced inverse moment regression using weighted chi-squared tests for dimension reduction
On a new class of sufficient dimension reduction estimators
Calibrating covariate informed product partition models
Robust estimation and variable selection in sufficient dimension reduction
Sufficient Dimension Reduction via Inverse Regression
Dimension reduction based on weighted variance estimate
A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
Dimension reduction in regressions through cumulative slicing estimation
A post-screening diagnostic study for ultrahigh dimensional data
Conditional density estimation with dimensionality reduction via squared-loss conditional entropy minimization
Asymptotics for kernel estimation of slicing average third-moment estimation
Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
Variable selection and estimation for semi-parametric multiple-index models
A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
Robust dimension reduction using sliced inverse median regression
Robust sufficient dimension reduction via ball covariance
Minimum average variance estimation with group Lasso for the multivariate response central mean subspace
Dimension reduction in spatial regression with kernel SAVE method
Are bond returns predictable with real-time macro data?
On sufficient dimension reduction for proportional censorship model with covariates
Powerful nonparametric checks for parametric single-index quantile models with missing responses
Sufficient dimension reduction on marginal regression for gaps of recurrent events
High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion
Dimensionality determination: a thresholding double ridge ratio approach
Response and predictor folding to counter symmetric dependency in dimension reduction
Advance of the sufficient dimension reduction
On forward sufficient dimension reduction for categorical and ordinal responses
Sufficient dimension reduction for survival data analysis with error-prone variables
Metric Learning via Cross-Validation
On cumulative slicing estimation for high dimensional data

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