The following pages link to (Q4217298):
Displaying 50 items.
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion (Q1658374) (← links)
- Partial projective resampling method for dimension reduction: with applications to partially linear models (Q1658430) (← links)
- Robust estimation and variable selection in sufficient dimension reduction (Q1658471) (← links)
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
- On dual model-free variable selection with two groups of variables (Q1661367) (← links)
- Supervised dimension reduction for ordinal predictors (Q1662936) (← links)
- On sufficient dimension reduction with missing responses through estimating equations (Q1663089) (← links)
- Fused sliced average variance estimation (Q1674056) (← links)
- Functional envelope for model-free sufficient dimension reduction (Q1686151) (← links)
- Estimating a sparse reduction for general regression in high dimensions (Q1702278) (← links)
- Partial least squares prediction in high-dimensional regression (Q1731062) (← links)
- Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
- Graphics for studying logistic regression models (Q1766985) (← links)
- Quasi-likelihood estimation of the single index conditional variance model (Q1796931) (← links)
- Semiparametric double robust and efficient estimation for mean functionals with response missing at random (Q1796962) (← links)
- Robust variable selection through MAVE (Q1800060) (← links)
- Sufficient dimension reduction in multivariate regressions with categorical predictors (Q1800068) (← links)
- Dimension reduction for conditional mean in regression (Q1848945) (← links)
- Sufficient dimension reduction in regressions with categorical predictors (Q1848946) (← links)
- Asymptotic distributions for testing dimensionality in \(q\)-based pHd. (Q1871226) (← links)
- Testing predictor contributions in sufficient dimension reduction. (Q1879930) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Some applications of 3-D scatterplots in data analysis (Q1896119) (← links)
- Sufficient dimension reduction in regressions through cumulative Hessian directions (Q1927284) (← links)
- On determining the structural dimension via directional regression (Q1950739) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
- Sparse supervised dimension reduction in high dimensional classification (Q1952086) (← links)
- Iterative application of dimension reduction methods (Q1952235) (← links)
- A general theory for nonlinear sufficient dimension reduction: formulation and estimation (Q1952450) (← links)
- On bootstrap consistency of MAVE for single index models (Q2007996) (← links)
- Quantile based dimension reduction in censored regression (Q2008106) (← links)
- Dimension reduction estimation for central mean subspace with missing multivariate response (Q2008232) (← links)
- On testing common indices for two multi-index models: a link-free approach (Q2018597) (← links)
- Connecting continuum regression with sufficient dimension reduction (Q2018617) (← links)
- A distribution-based Lasso for a general single-index model (Q2018911) (← links)
- Embedded ridge approximations (Q2020990) (← links)
- Estimating multi-index models with response-conditional least squares (Q2044313) (← links)
- A slice of multivariate dimension reduction (Q2062766) (← links)
- Independence tests in the presence of measurement errors: an invariance law (Q2062771) (← links)
- Dimension reduction for functional regression with a binary response (Q2066493) (← links)
- Fourier transform sparse inverse regression estimators for sufficient variable selection (Q2076139) (← links)
- Projective resampling estimation of informative predictor subspace for multivariate regression (Q2111957) (← links)
- Dimension reduction for functional data based on weak conditional moments (Q2119221) (← links)
- Forward and backward uncertainty quantification with active subspaces: application to hypersonic flows around a cylinder (Q2122694) (← links)
- Fused clustering mean estimation of central subspace (Q2131907) (← links)
- Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States (Q2131921) (← links)
- The ensemble conditional variance estimator for sufficient dimension reduction (Q2136654) (← links)
- Conditional variance estimator for sufficient dimension reduction (Q2137046) (← links)
- Sufficient dimension reduction for survival data analysis with error-prone variables (Q2137789) (← links)
