Pages that link to "Item:Q1879930"
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The following pages link to Testing predictor contributions in sufficient dimension reduction. (Q1879930):
Displaying 50 items.
- Interpretable sparse SIR for functional data (Q61772) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Sufficient dimension reduction via principal L\(q\) support vector machine (Q276219) (← links)
- On permutation tests for predictor contribution in sufficient dimension reduction (Q290705) (← links)
- On model-free conditional coordinate tests for regressions (Q432300) (← links)
- Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach (Q458116) (← links)
- Variable selection for general index models via sliced inverse regression (Q480962) (← links)
- Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
- Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
- Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
- A link-free method for testing the significance of predictors (Q631622) (← links)
- Variable selection in a class of single-index models (Q652608) (← links)
- A robust inverse regression estimator (Q871022) (← links)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Dimension reduction based on constrained canonical correlation and variable filtering (Q939658) (← links)
- Conditionally specified models and dimension reduction in the exponential families (Q943598) (← links)
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression (Q943616) (← links)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) (← links)
- Partial central subspace and sliced average variance estimation (Q1007475) (← links)
- A novel moment-based sufficient dimension reduction approach in multivariate regression (Q1023721) (← links)
- A sequential test for variable selection in high dimensional complex data (Q1623732) (← links)
- Penalized principal logistic regression for sparse sufficient dimension reduction (Q1654232) (← links)
- Data-driven algorithms for dimension reduction in causal inference (Q1658547) (← links)
- On dual model-free variable selection with two groups of variables (Q1661367) (← links)
- Estimating a sparse reduction for general regression in high dimensions (Q1702278) (← links)
- Ranking the importance of variables in nonlinear system identification (Q1737872) (← links)
- Principal weighted logistic regression for sufficient dimension reduction in binary classification (Q1740307) (← links)
- Robust variable selection through MAVE (Q1800060) (← links)
- Sufficient dimension reduction in multivariate regressions with categorical predictors (Q1800068) (← links)
- On determining the structural dimension via directional regression (Q1950739) (← links)
- Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
- Advanced topics in sliced inverse regression (Q2062795) (← links)
- Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
- Central subspaces review: methods and applications (Q2172454) (← links)
- Sparse SIR: optimal rates and adaptive estimation (Q2176608) (← links)
- An ensemble of inverse moment estimators for sufficient dimension reduction (Q2242021) (← links)
- Efficient reconstructions of Common Era climate via integrated nested Laplace approximations (Q2273008) (← links)
- Sliced inverse regression for integrative multi-omics data analysis (Q2324966) (← links)
- A note on cumulative mean estimation (Q2339572) (← links)
- Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
- Sparse sufficient dimension reduction using optimal scoring (Q2359474) (← links)
- Optimal sufficient dimension reduction in regressions with categorical predictors (Q2370477) (← links)
- On a new hybrid estimator for the central mean space (Q2402225) (← links)
- On sufficient dimension reduction for proportional censorship model with covariates (Q2445649) (← links)
- An Empirical Process View of Inverse Regression (Q2821482) (← links)
- Multiple Loci Mapping via Model-free Variable Selection (Q2893976) (← links)
- Sufficient Dimension Reduction for Censored Regressions (Q3013981) (← links)
- A Note on Sliced Inverse Regression with Regularizations (Q3530127) (← links)
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection (Q3551042) (← links)
- On sliced inverse regression with missing values (Q4559463) (← links)
