Structure adaptive approach for dimension reduction.

From MaRDI portal
Publication:1848916

zbMath1043.62052MaRDI QIDQ1848916

Jörg Polzehl, Marian Hristache, Anatoli B. Juditsky, Vladimir Spokoiny

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)




Related Items

On least squares estimation under heteroscedastic and heavy-tailed errors, Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data, Lower bounds in estimation at a point under multi-index constraint, A unified approach to sufficient dimension reduction, Kernel dimension reduction in regression, Robust estimation and variable selection in sufficient dimension reduction, Multi-response based personalized treatment selection with data from crossover designs for multiple treatments, Metric Learning via Cross-Validation, Estimation for single-index models via martingale difference divergence, Conditional regression for single-index models, Dimension reduction with expectation of conditional difference measure, Error covariance matrix correction based approach to functional coefficient regression models with generated covariates, Optimal personalized treatment selection with multivariate outcome measures in a multiple treatment case, Tail inverse regression: dimension reduction for prediction of extremes, The EFM approach for single-index models, Learning sparse gradients for variable selection and dimension reduction, Robust dimension reduction using sliced inverse median regression, Adaptive estimation in the single-index model via oracle approach, Nonparametric estimation of varying-coefficient single-index models, An adaptive composite quantile approach to dimension reduction, Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion, Sufficient Dimension Reduction via Direct Estimation of the Gradients of Logarithmic Conditional Densities, Unnamed Item, Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities, Rodeo: Sparse, greedy nonparametric regression, On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data, Sufficient dimension reduction via distance covariance with multivariate responses, Semi-parametric estimation of partially linear single-index models, Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds, A constructive approach to the estimation of dimension reduction directions, Single-index regression models with right-censored responses, Estimating multi-index models with response-conditional least squares, Central quantile subspace, Testing for additivity in nonparametric heteroscedastic regression models, Fuzzy model validation using the local statistical approach, An integral transform method for estimating the central mean and central subspaces, Structural adaptation in the density model, On semiparametric \(M\)-estimation in single-index regression, Contour regression: a general approach to dimension reduction, A novel regularization method for estimation and variable selection in multi-index models, Adaptive estimation over anisotropic functional classes via oracle approach