Pages that link to "Item:Q3585395"

The following pages link to Sufficient dimension reduction through discretization-expectation estimation (Q3585395):

Displaying 50 items.

• Efficient estimation in sufficient dimension reduction (Q101639) (← links)
• Dimension reduction estimation for probability density with data missing at random when covariables are present (Q337685) (← links)
• Multi-index regression models with missing covariates at random (Q391947) (← links)
• Series expansion for functional sufficient dimension reduction (Q392062) (← links)
• On model-free conditional coordinate tests for regressions (Q432300) (← links)
• Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
• An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
• Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
• On a dimension reduction regression with covariate adjustment (Q643293) (← links)
• Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse (Q830448) (← links)
• On expectile-assisted inverse regression estimation for sufficient dimension reduction (Q830708) (← links)
• Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
• Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
• Cluster-based estimation for sufficient dimension reduction (Q956999) (← links)
• Nonparametric feature screening (Q1615096) (← links)
• Dimension reduction with missing response at random (Q1615199) (← links)
• Transformation-based estimation (Q1623639) (← links)
• Dimension reduction and estimation in the secondary analysis of case-control studies (Q1639199) (← links)
• A unified approach to sufficient dimension reduction (Q1643805) (← links)
• 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)
• 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)
• Estimating a sparse reduction for general regression in high dimensions (Q1702278) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
• Sufficient dimension reduction and graphics in regression (Q1870349) (← links)
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
• Iterative application of dimension reduction methods (Q1952235) (← links)
• Dimension reduction and its application to model-based exploration in continuous spaces (Q1959610) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
• Surrogate space based dimension reduction for nonignorable nonresponse (Q2076134) (← links)
• Minimal \(\sigma\)-field for flexible sufficient dimension reduction (Q2137787) (← links)
• Dimensionality determination: a thresholding double ridge ratio approach (Q2178157) (← links)
• Nonparametric variable selection and its application to additive models (Q2183769) (← links)
• Generalized kernel-based inverse regression methods for sufficient dimension reduction (Q2189615) (← links)
• An ensemble of inverse moment estimators for sufficient dimension reduction (Q2242021) (← links)
• Robust estimating equation-based sufficient dimension reduction (Q2254163) (← links)
• Model checks for functional linear regression models based on projected empirical processes (Q2291339) (← links)
• Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
• Dimension reduction for kernel-assisted M-estimators with missing response at random (Q2317886) (← links)
• A note on cumulative mean estimation (Q2339572) (← links)
• Sparse sufficient dimension reduction using optimal scoring (Q2359474) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
• A goodness-of-fit test for variable-adjusted models (Q2419145) (← links)
• An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates (Q2661890) (← links)
• On central matrix based methods in dimension reduction (Q2851577) (← links)
• Sufficient dimension reduction through informative predictor subspace (Q2953449) (← links)