Pages that link to "Item:Q4670763"
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The following pages link to Dimension Reduction for the Conditional<i>k</i>th Moment in Regression (Q4670763):
Displayed 50 items.
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Series expansion for functional sufficient dimension reduction (Q392062) (← links)
- Principal support vector machines for linear and nonlinear sufficient dimension reduction (Q449992) (← links)
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators (Q450007) (← links)
- Dimension reduction for the conditional \(k\)th moment via central solution space (Q450876) (← links)
- Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach (Q458116) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
- A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
- Model averaging assisted sufficient dimension reduction (Q830525) (← links)
- Estimation for a partial-linear single-index model (Q847637) (← links)
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression (Q943616) (← links)
- Sliced inverse moment regression using weighted chi-squared tests for dimension reduction (Q988945) (← links)
- A note on sufficient dimension reduction (Q997253) (← links)
- Partial moment-based sufficient dimension reduction (Q1004259) (← links)
- Contour projected dimension reduction (Q1043711) (← links)
- Partially linear single index Cox regression model in nested case-control studies (Q1615109) (← links)
- Dimension reduction and estimation in the secondary analysis of case-control studies (Q1639199) (← links)
- A unified approach to sufficient dimension reduction (Q1643805) (← links)
- Quantile-slicing estimation for dimension reduction in regression (Q1644423) (← links)
- Fused sliced average variance estimation (Q1674056) (← links)
- Quasi-likelihood estimation of the single index conditional variance model (Q1796931) (← links)
- Sufficient dimension reduction in multivariate regressions with categorical predictors (Q1800068) (← links)
- Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression (Q1881242) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- A slice of multivariate dimension reduction (Q2062766) (← links)
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
- Robust dimension reduction using sliced inverse median regression (Q2208396) (← links)
- An ensemble of inverse moment estimators for sufficient dimension reduction (Q2242021) (← links)
- Feature filter for estimating central mean subspace and its sparse solution (Q2242163) (← links)
- Inverse regression for longitudinal data (Q2249841) (← links)
- Central quantile subspace (Q2302519) (← links)
- A note on cumulative mean estimation (Q2339572) (← links)
- A new minimum contrast approach for inference in single-index models (Q2359675) (← links)
- Advances in seeded dimension reduction: bootstrap criteria and extensions (Q2361223) (← links)
- On dimension folding of matrix- or array-valued statistical objects (Q2380098) (← links)
- Determining the dimension of iterative Hessian transformation (Q2388334) (← links)
- Sufficient dimension reduction on marginal regression for gaps of recurrent events (Q2443253) (← links)
- On efficient dimension reduction with respect to a statistical functional of interest (Q2448735) (← links)
- On surrogate dimension reduction for measurement error regression: An invariance law (Q2466685) (← links)
- Dimension reduction via marginal high moments in regression (Q2489887) (← links)
- Moment-based dimension reduction for multivariate response regression (Q2499104) (← links)
- Approximating conditional distribution functions using dimension reduction (Q2569246) (← links)
- On cross-distance selection algorithm for hybrid sufficient dimension reduction (Q2674514) (← links)
- A Note on the Invariance Law for Surrogate Dimension Reduction (Q2786262) (← links)
- An Empirical Process View of Inverse Regression (Q2821482) (← links)
- On central matrix based methods in dimension reduction (Q2851577) (← links)
- Multiple Loci Mapping via Model-free Variable Selection (Q2893976) (← links)
- On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors (Q2920280) (← links)
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables (Q2965541) (← links)
