Estimating multi-index models with response-conditional least squares
From MaRDI portal
Publication:2044313
DOI10.1214/20-EJS1785zbMath1472.62043arXiv2003.04788MaRDI QIDQ2044313
Alessandro Lanteri, Stefano Vigogna, Timo Klock
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.04788
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Efficient estimation in sufficient dimension reduction
- Sliced Regression for Dimension Reduction
- A robust and efficient estimation method for single index models
- Multi-index regression models with missing covariates at random
- Learning functions of few arbitrary linear parameters in high dimensions
- Single and multiple index functional regression models with nonparametric link
- On hybrid methods of inverse regression-based algorithms
- Optimal global rates of convergence for nonparametric regression
- A distribution-free theory of nonparametric regression
- Direct estimation of the index coefficient in a single-index model
- Structure adaptive approach for dimension reduction.
- Dimension reduction for conditional mean in regression
- Robust estimates in generalized partially linear single-index models
- A biased Kaczmarz algorithm for clustered equations
- Nonasymptotic upper bounds for the reconstruction error of PCA
- Estimating covariance and precision matrices along subspaces
- Efficient estimation in single index models through smoothing splines
- High dimensional single index models
- Determining the dimension of iterative Hessian transformation
- Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
- Contour regression: a general approach to dimension reduction
- Universal algorithms for learning theory. II: Piecewise polynomial functions
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Sufficient dimension reduction and prediction in regression
- On Directional Regression for Dimension Reduction
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Multidimensional binary search trees used for associative searching
- On the Interpretation of Regression Plots
- Save: a method for dimension reduction and graphics in regression
- Linear Regression With a Sparse Parameter Vector
- High-Dimensional Probability
- An Adaptive Estimation of Dimension Reduction Space
- A Semiparametric Approach to Dimension Reduction
- A Review on Dimension Reduction
- On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- A Multiple-Index Model and Dimension Reduction
