The ensemble conditional variance estimator for sufficient dimension reduction

DOI10.1214/22-EJS1994OpenAlexW3134471846MaRDI QIDQ2136654

Efstathia Bura, Lukas Fertl

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.13435

zbMATH Keywords

regressioncentral subspacesemi-parametricensembleslinear sufficient reduction

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• ISLR
• MAVE

Cites Work

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• Sliced Regression for Dimension Reduction
• Fisher lecture: Dimension reduction in regression
• Sufficient dimension reduction based on an ensemble of minimum average variance estimators
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• An integral transform method for estimating the central mean and central subspaces
• The existence of regular conditional probabilities: Necessary and sufficient conditions
• Multivariate adaptive regression splines
• Dimension reduction for conditional mean in regression
• Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
• Sufficient dimension reduction and prediction in regression
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Sliced Inverse Regression for Dimension Reduction
• An Adaptive Estimation of Dimension Reduction Space
• An Introduction to Statistical Learning
• A Review on Dimension Reduction
• Asymptotic Properties of Non-Linear Least Squares Estimators

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