A novel moment-based sufficient dimension reduction approach in multivariate regression

DOI10.1016/j.csda.2008.01.004zbMath1452.62143OpenAlexW2042125824MaRDI QIDQ1023721

Jae Keun Yoo

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.01.004

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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Cites Work

• Dimension reduction for the conditional mean in regressions with categorical predictors
• Testing predictor contributions in sufficient dimension reduction.
• Moment-based dimension reduction for multivariate response regression
• Optimal sufficient dimension reduction for the conditional mean in multivariate regression
• Asymptotic Theory of Overparameterized Structural Models
• Sliced Inverse Regression for Dimension Reduction
• Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
• A Model-Free Test for Reduced Rank in Multivariate Regression
• Sufficient Dimension Reduction via Inverse Regression