New approaches to model-free dimension reduction for bivariate regression
From MaRDI portal
Publication:1007453
DOI10.1016/j.jspi.2008.01.017zbMath1156.62034OpenAlexW2047488274MaRDI QIDQ1007453
R. Dennis Cook, Xuerong Meggie Wen
Publication date: 20 March 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.01.017
censoring regressionbivariate dimension reductioncentral subspacesintra-slice informationtesting predictor effects
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Censored data models (62N01)
Related Items
Sliced inverse regression for survival data, On sufficient dimension reduction for proportional censorship model with covariates, Trace pursuit variable selection for multi-population data, On testing common indices for two multi-index models: a link-free approach, Advanced topics in sliced inverse regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fisher lecture: Dimension reduction in regression
- On almost linearity of low dimensional projections from high dimensional data
- A characterization of spherical distributions
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Dimension reduction for censored regression data
- Estimating marginal survival function by adjusting for dependent censoring using many co\-var\-i\-ates
- Asymptotics of graphical projection pursuit
- Optimal sufficient dimension reduction in regressions with categorical predictors
- Identifiability and censored data
- Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
- Optimal sufficient dimension reduction for the conditional mean in multivariate regression
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Comparing two failure time distributions in the presence of dependent censoring
- Algorithms for Separable Nonlinear Least Squares Problems
- Sliced Inverse Regression for Dimension Reduction
- A nonidentifiability aspect of the problem of competing risks.
- Reweighting to Achieve Elliptically Contoured Covariates in Regression
- Estimation of the failure time distribution in the presence of informative censoring
- Extending Sliced Inverse Regression
- Dimension Reduction for Multivariate Response Data
- Assessing the Number of Linear Components in a General Regression Problem
- A Simple Test for Independent Censoring under the Proportional Hazards Model
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- Model-Free Variable Selection
- Marginal tests with sliced average variance estimation
- Using intraslice covariances for improved estimation of the central subspace in regression
- Sufficient Dimension Reduction via Inverse Regression
