Pages that link to "Item:Q4468547"
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The following pages link to Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods (Q4468547):
Displaying 50 items.
- Central quantile subspace (Q2302519) (← links)
- Robust sufficient dimension reduction via ball covariance (Q2337328) (← links)
- Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
- Sparse sufficient dimension reduction using optimal scoring (Q2359474) (← links)
- Advances in seeded dimension reduction: bootstrap criteria and extensions (Q2361223) (← links)
- On kernel method for sliced average variance estimation (Q2372139) (← links)
- On dimension folding of matrix- or array-valued statistical objects (Q2380098) (← links)
- On a new hybrid estimator for the central mean space (Q2402225) (← links)
- Variable selection through adaptive MAVE (Q2407490) (← links)
- On efficient dimension reduction with respect to a statistical functional of interest (Q2448735) (← links)
- Dimension reduction via marginal high moments in regression (Q2489887) (← links)
- A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches (Q2512772) (← links)
- On cross-distance selection algorithm for hybrid sufficient dimension reduction (Q2674514) (← links)
- On central matrix based methods in dimension reduction (Q2851577) (← links)
- Penalized Weighted Variance Estimate for Dimension Reduction (Q2903834) (← links)
- Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554) (← links)
- Probability-enhanced sufficient dimension reduction for binary classification (Q2927603) (← links)
- Combining Linear Dimension Reduction Subspaces (Q2963611) (← links)
- Multivariate Association and Dimension Reduction: A Generalization of Canonical Correlation Analysis (Q3076040) (← links)
- Nonparametric approach to intervention time series modeling (Q3168245) (← links)
- A data-adaptive hybrid method for dimension reduction (Q3182738) (← links)
- Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR<sub>α</sub>Method (Q3527754) (← links)
- Sufficient dimension reduction and prediction in regression (Q3559952) (← links)
- Save: a method for dimension reduction and graphics in regression (Q4550653) (← links)
- Fourier transform approach for inverse dimension reduction method (Q4559468) (← links)
- A Semiparametric Approach to Dimension Reduction (Q4916449) (← links)
- Dimension reduction regressions with measurement errors subject to additive distortion (Q4960711) (← links)
- (Q4969042) (← links)
- A note on sliced inverse regression with missing predictors (Q4969830) (← links)
- Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation (Q4975340) (← links)
- Fused Estimators of the Central Subspace in Sufficient Dimension Reduction (Q4975418) (← links)
- (Q4986365) (← links)
- (Q5004040) (← links)
- Dimension reduction via adaptive slicing (Q5037837) (← links)
- A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction (Q5040483) (← links)
- Sparse Sliced Inverse Regression via Cholesky Matrix Penalization (Q5040485) (← links)
- Metric Learning via Cross-Validation (Q5089466) (← links)
- Simultaneous estimation for semi-parametric multi-index models (Q5107460) (← links)
- Covariate Information Matrix for Sufficient Dimension Reduction (Q5208079) (← links)
- Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units (Q5283308) (← links)
- Dimension reduction transfer function model (Q5300738) (← links)
- Analysing nonlinear time series with central subspace (Q5300801) (← links)
- Sliced Inverse Regression with Regularizations (Q5450462) (← links)
- Sufficient dimension reduction via distance covariance with multivariate responses (Q5742396) (← links)
- Sliced average variance estimation for multivariate time series (Q5742598) (← links)
- A novel regularization method for estimation and variable selection in multi-index models (Q5866048) (← links)
- The dual central subspaces in dimension reduction (Q5964282) (← links)
- Stationary subspace analysis based on second-order statistics (Q6049301) (← links)
- Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data (Q6049800) (← links)
- A structured covariance ensemble for sufficient dimension reduction (Q6050762) (← links)
