Projection pursuit multi-index (PPMI) models

DOI10.1016/j.spl.2016.03.008zbMath1360.62308OpenAlexW2313449011MaRDI QIDQ277285

Michael G. Akritas

Publication date: 4 May 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.03.008

zbMATH Keywords

dimension reductionfirst projective directionjoint projective directionsmulti-index modelprojection pursuit regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)

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Cites Work

• Estimation and testing for partially linear single-index models
• Asymptotic theory for the first projective direction
• The EFM approach for single-index models
• On projection pursuit regression
• Projection pursuit
• Additive regression and other nonparametric models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• On average derivative quantile regression
• Dimension reduction for the conditional mean in regressions with categorical predictors
• Direct estimation of the index coefficient in a single-index model
• Dimension reduction for conditional mean in regression
• Optimal smoothing in single-index models
• Exploring Regression Structure Using Nonparametric Functional Estimation
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Consistent Estimation of Scaled Coefficients
• Sliced Inverse Regression for Dimension Reduction
• An Adaptive Estimation of Dimension Reduction Space
• Semiparametric Estimation of Index Coefficients
• A Multiple-Index Model and Dimension Reduction
• Unnamed Item

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