Pages that link to "Item:Q4665890"

The following pages link to An Adaptive Estimation of Dimension Reduction Space (Q4665890):

Displaying 50 items.

• Groupwise sufficient dimension reduction via conditional distance clustering (Q2303753) (← links)
• General local rank estimation for single-index varying coefficient models (Q2317307) (← links)
• Dimension reduction for kernel-assisted M-estimators with missing response at random (Q2317886) (← 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)
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
• Adaptive estimation for varying coefficient models (Q2348441) (← links)
• Estimating the conditional single-index error distribution with a partial linear mean regression (Q2348715) (← links)
• Model detection and estimation for single-index varying coefficient model (Q2350062) (← links)
• High dimensional single index models (Q2350065) (← links)
• Sparse sufficient dimension reduction using optimal scoring (Q2359474) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• Kernel dimension reduction in regression (Q2388983) (← links)
• Penalized estimation equation for an extended single-index model (Q2397050) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• Partially function linear error-in-response models with validation data (Q2398855) (← links)
• On relative efficiency of principal Hessian directions (Q2405927) (← links)
• Variable selection through adaptive MAVE (Q2407490) (← links)
• Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
• A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
• Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
• Sufficient dimension reduction and prediction in regression: asymptotic results (Q2418522) (← links)
• Large-sample estimation and inference in multivariate single-index models (Q2418527) (← links)
• A goodness-of-fit test for variable-adjusted models (Q2419145) (← links)
• Functional single index models for longitudinal data (Q2429934) (← links)
• Sufficient dimension reduction on marginal regression for gaps of recurrent events (Q2443253) (← links)
• On sufficient dimension reduction for proportional censorship model with covariates (Q2445649) (← links)
• Simultaneous confidence band for single-index random effects models with longitudinal data (Q2446696) (← links)
• On efficient dimension reduction with respect to a statistical functional of interest (Q2448735) (← links)
• Minimax adaptive dimension reduction for regression (Q2451628) (← links)
• Integrated conditional moment test for partially linear single index models incorporating dimension-reduction (Q2452106) (← links)
• The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
• On surrogate dimension reduction for measurement error regression: An invariance law (Q2466685) (← links)
• A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches (Q2512772) (← links)
• Contour regression: a general approach to dimension reduction (Q2583413) (← links)
• Empirical likelihood for single-index models with responses missing at random (Q2628924) (← links)
• Semiparametric estimation of binary response models with endogenous regressors (Q2630084) (← links)
• An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates (Q2661890) (← links)
• Statistical inference of heterogeneous treatment effect based on single-index model (Q2674496) (← links)
• Conditional regression for single-index models (Q2676954) (← links)
• Generalized Analysis-of-variance-type Test for the Single-index Quantile Model (Q2792280) (← links)
• Inverse probability weighted estimators for single-index models with missing covariates (Q2807760) (← links)
• Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
• Robust estimation and variable selection for varying-coefficient single-index models based on modal regression (Q2816857) (← links)
• Penalized LAD Regression for Single-index Models (Q2821006) (← links)
• A Comparative Study of Semiparametric Estimation in Partially Linear Single-index Models (Q2821020) (← links)
• Empirical-likelihood-based Test for Partially Linear Single-index Models with Error-prone Linear Covariates (Q2821030) (← links)
• A new local estimation method for single index models for longitudinal data (Q2832021) (← links)
• On central matrix based methods in dimension reduction (Q2851577) (← links)