Direction estimation in single-index models via distance covariance

DOI10.1016/j.jmva.2013.07.003zbMath1279.62097OpenAlexW2006661834MaRDI QIDQ391876

Xiangrong Yin, Wenhui Sheng

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.003

zbMATH Keywords

sufficient dimension reductiondistance covarianceBrownian distance covariancecentral subspace

Mathematics Subject Classification ID

Related Items (15)

Quantile Martingale Difference Divergence for Dimension Reduction ⋮ A brief review of linear sufficient dimension reduction through optimization ⋮ Direction Estimation in a General Regression Model with Discrete Predictors ⋮ MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection ⋮ Sufficient dimension reduction using Hilbert-Schmidt independence criterion ⋮ Estimation for single-index models via martingale difference divergence ⋮ Dimension reduction with expectation of conditional difference measure ⋮ A selective review of sufficient dimension reduction for multivariate response regression ⋮ Expected Conditional Characteristic Function-based Measures for Testing Independence ⋮ Feature filter for estimating central mean subspace and its sparse solution ⋮ Sufficient dimension reduction via distance covariance with multivariate responses ⋮ Heteroscedasticity checks for single index models ⋮ Partial martingale difference correlation ⋮ Robust sufficient dimension reduction via ball covariance ⋮ Efficient estimation in heteroscedastic single-index models

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