Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
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Cites work
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A consistent test of functional form via nonparametric estimation techniques
- A constructive approach to the estimation of dimension reduction directions
- A semiparametric approach to dimension reduction
- An Adaptive Estimation of Dimension Reduction Space
- Brownian distance covariance
- Consistent model specification tests for time series econometric models
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Contour regression: a general approach to dimension reduction
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Determining the Dimension in Sliced Inverse Regression and Related Methods
- Dimension reduction for conditional mean in regression
- Dimension reduction for non-elliptically distributed predictors: second-order methods
- Dimension reduction for nonelliptically distributed predictors
- Dimension reduction in regressions through cumulative slicing estimation
- Efficient estimation in sufficient dimension reduction
- Feature screening via distance correlation learning
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- Kernel dimension reduction in regression
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Minimum distance regression model checking
- Model checking for parametric single-index models: a dimension reduction model-adaptive approach
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric model checks for regression
- On Directional Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Reweighting to Achieve Elliptically Contoured Covariates in Regression
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Sliced Inverse Regression for Dimension Reduction
- Sparse sufficient dimension reduction
- Sufficient dimension reduction and graphics in regression
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
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