Pages that link to "Item:Q450007"
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The following pages link to Sufficient dimension reduction based on an ensemble of minimum average variance estimators (Q450007):
Displayed 36 items.
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Efficient dimension reduction for multivariate response data (Q512012) (← links)
- Nonparametric and semiparametric compound estimation in multiple covariates (Q746882) (← links)
- A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection (Q829724) (← links)
- On expectile-assisted inverse regression estimation for sufficient dimension reduction (Q830708) (← links)
- Quantile-slicing estimation for dimension reduction in regression (Q1644423) (← links)
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data (Q1658995) (← links)
- Joint sufficient dimension reduction for estimating continuous treatment effect functions (Q1795569) (← links)
- Sufficient dimension reduction in multivariate regressions with categorical predictors (Q1800068) (← links)
- Quantile based dimension reduction in censored regression (Q2008106) (← links)
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace (Q2034465) (← links)
- Functional sufficient dimension reduction through average Fréchet derivatives (Q2131260) (← links)
- The ensemble conditional variance estimator for sufficient dimension reduction (Q2136654) (← links)
- Robust dimension reduction using sliced inverse median regression (Q2208396) (← links)
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
- Feature filter for estimating central mean subspace and its sparse solution (Q2242163) (← links)
- Central quantile subspace (Q2302519) (← links)
- Robust sufficient dimension reduction via ball covariance (Q2337328) (← 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)
- On efficient dimension reduction with respect to a statistical functional of interest (Q2448735) (← links)
- An Empirical Process View of Inverse Regression (Q2821482) (← links)
- Fourier transform approach for inverse dimension reduction method (Q4559468) (← links)
- (Q4969067) (← links)
- Quantile Martingale Difference Divergence for Dimension Reduction (Q5037814) (← links)
- Model-Free Variable Selection With Matrix-Valued Predictors (Q5066428) (← links)
- A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION (Q5066770) (← links)
- Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction (Q5067434) (← links)
- Ultrahigh-dimensional sufficient dimension reduction for censored data with measurement error in covariates (Q5073386) (← links)
- Pairwise directions estimation for multivariate response regression data (Q5107355) (← links)
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data (Q5134477) (← links)
- Covariate Information Matrix for Sufficient Dimension Reduction (Q5208079) (← links)
- Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension (Q5242475) (← links)
- Sufficient dimension reduction via distance covariance with multivariate responses (Q5742396) (← links)