Pages that link to "Item:Q4541300"
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The following pages link to Interactive Tree-Structured Regression via Principal Hessian Directions (Q4541300):
Displaying 14 items.
- An adaptive estimation of MAVE (Q643296) (← links)
- A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
- Quasi-likelihood estimation of the single index conditional variance model (Q1796931) (← links)
- A study of sensitivity analysis on the method of principal Hessian directions (Q1861593) (← links)
- Nonparametric variable selection and its application to additive models (Q2183769) (← links)
- Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
- Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
- An Adaptive Estimation of Dimension Reduction Space (Q4665890) (← links)
- A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications (Q5040479) (← links)
- Linear Aggregation in Tree-Based Estimators (Q5057103) (← links)
- COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS (Q5205271) (← links)
- Incremental learning of linear model trees (Q5896774) (← links)
- Incremental learning of linear model trees (Q5920544) (← links)
- New forest-based approaches for sufficient dimension reduction (Q6643208) (← links)
