Pages that link to "Item:Q4665890"

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

Displaying 50 items.

• Estimation in linear regression models with measurement errors subject to single-indexed distortion (Q1621210) (← links)
• A new sliced inverse regression method for multivariate response (Q1623600) (← links)
• Transformation-based estimation (Q1623639) (← links)
• A unified approach to sufficient dimension reduction (Q1643805) (← links)
• Quantile-slicing estimation for dimension reduction in regression (Q1644423) (← links)
• Principal quantile regression for sufficient dimension reduction with heteroscedasticity (Q1657946) (← links)
• Sufficient dimension reduction using Hilbert-Schmidt independence criterion (Q1658374) (← links)
• Robust estimation and variable selection in sufficient dimension reduction (Q1658471) (← links)
• Canonical kernel dimension reduction (Q1658489) (← links)
• Ensemble sufficient dimension folding methods for analyzing matrix-valued data (Q1658995) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Principal minimax support vector machine for sufficient dimension reduction with contaminated data (Q1660132) (← links)
• Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
• Supervised dimension reduction for ordinal predictors (Q1662936) (← links)
• Estimation and inference on central mean subspace for multivariate response data (Q1663147) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• B spline variable selection for the single index models (Q1685210) (← links)
• A relative error estimation approach for multiplicative single index model (Q1697677) (← links)
• Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
• A novel partial-linear single-index model for time series data (Q1727926) (← links)
• Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
• Principal weighted logistic regression for sufficient dimension reduction in binary classification (Q1740307) (← links)
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
• The effect of data contamination in sliced inverse regression and finite sample breakdown point (Q1744720) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• Slice inverse regression with score functions (Q1753150) (← links)
• Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
• A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
• General rank-based estimation for regression single index models (Q1786907) (← links)
• Quasi-likelihood estimation of the single index conditional variance model (Q1796931) (← links)
• Robust variable selection through MAVE (Q1800060) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Structure adaptive approach for dimension reduction. (Q1848916) (← links)
• Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
• Testing predictor contributions in sufficient dimension reduction. (Q1879930) (← links)
• Partial linear single index models with distortion measurement errors (Q1934488) (← links)
• Estimation of general semi-parametric quantile regression (Q1937201) (← links)
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
• Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression (Q1951774) (← links)
• Dimension reduction for regression estimation with nearest neighbor method (Q1952062) (← links)
• Sparse supervised dimension reduction in high dimensional classification (Q1952086) (← links)
• Dimension reduction and its application to model-based exploration in continuous spaces (Q1959610) (← 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)
• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
• A robust and efficient estimation and variable selection method for partially linear single-index models (Q2015069) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• On testing common indices for two multi-index models: a link-free approach (Q2018597) (← links)
• Embedded ridge approximations (Q2020990) (← links)