Pages that link to "Item:Q3981136"

The following pages link to Sliced Inverse Regression for Dimension Reduction (Q3981136):

Displaying 50 items.

• Variable selection for general index models via sliced inverse regression (Q480962) (← links)
• Nonlinear varying-coefficient models with applications to a photosynthesis study (Q486155) (← links)
• Efficient dimension reduction for multivariate response data (Q512012) (← links)
• Robust functional sliced inverse regression (Q513702) (← links)
• On uniqueness of equilibrium in the Kyle model (Q513743) (← links)
• Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
• Overlapped groupwise dimension reduction (Q525913) (← links)
• Dimensionality reduction by feature clustering for regression problems (Q528696) (← links)
• Propensity score modelling in observational studies using dimension reduction methods (Q544635) (← links)
• Learning gradients on manifolds (Q605040) (← links)
• Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data (Q605938) (← links)
• Statistical inferences for partially linear single-index models with error-prone linear covariates (Q607211) (← links)
• Statistical inference in partially-varying-coefficient single-index model (Q608318) (← links)
• Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
• Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
• Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
• A link-free method for testing the significance of predictors (Q631622) (← links)
• On a dimension reduction regression with covariate adjustment (Q643293) (← links)
• An adaptive estimation of MAVE (Q643296) (← links)
• On principal Hessian directions for multivariate response regressions (Q650718) (← links)
• Variable selection in a class of single-index models (Q652608) (← links)
• Isotonic regression meets Lasso (Q668615) (← links)
• Residual plots in up four dimensions (Q689381) (← links)
• Robust rank correlation based screening (Q693749) (← links)
• Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds (Q716365) (← links)
• Model-free predictor tests in survival regression through sufficient dimension reduction (Q719036) (← links)
• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)
• Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice (Q726930) (← links)
• Learning non-parametric basis independent models from point queries via low-rank methods (Q741260) (← links)
• Cluster-based regularized sliced inverse regression for forecasting macroeconomic variables (Q741880) (← links)
• A new approach on recursive and non-recursive SIR methods (Q744733) (← links)
• Isometric sliced inverse regression for nonlinear manifold learning (Q746295) (← links)
• Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
• Nonparametric and semiparametric compound estimation in multiple covariates (Q746882) (← links)
• Direct conditional probability density estimation with sparse feature selection (Q747244) (← links)
• Kernel discriminant analysis for regression problems (Q763381) (← links)
• Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates (Q826677) (← links)
• A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
• MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection (Q829724) (← links)
• Deep distribution regression (Q830104) (← links)
• Dimension reduction in binary response regression: a joint modeling approach (Q830440) (← links)
• Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse (Q830448) (← links)
• Model averaging assisted sufficient dimension reduction (Q830525) (← links)
• Model-free variable selection for conditional mean in regression (Q830544) (← links)
• Adaptive semiparametric estimation for single index models with jumps (Q830618) (← links)
• On expectile-assisted inverse regression estimation for sufficient dimension reduction (Q830708) (← links)
• Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
• Estimation for a partial-linear single-index model (Q847637) (← links)
• A test for elliptical symmetry (Q864268) (← links)
• A bootstrap method for assessing the dimension of a general regression problem (Q871006) (← links)