On model-free conditional coordinate tests for regressions
From MaRDI portal
Publication:432300
DOI10.1016/J.JMVA.2012.02.004zbMath1352.62088OpenAlexW2103291749MaRDI QIDQ432300
Xuerong Meggie Wen, Zhou Yu, Li Xing Zhu
Publication date: 4 July 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.004
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
Related Items (4)
A link-free approach for testing common indices for three or more multi-index models ⋮ On determining the structural dimension via directional regression ⋮ On testing common indices for two multi-index models: a link-free approach ⋮ On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Asymptotics for kernel estimate of sliced inverse regression
- Dimension reduction for conditional mean in regression
- Testing predictor contributions in sufficient dimension reduction.
- Corrections to test statistics in principal Hessian directions
- Contour regression: a general approach to dimension reduction
- Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
- Sufficient dimension reduction through discretization-expectation estimation
- 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
- Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis
- Estimating central subspaces via inverse third moments
- Dimension Reduction in Binary Response Regression
- An Adaptive Estimation of Dimension Reduction Space
- Dimension Reduction in Regressions Through Cumulative Slicing Estimation
- Sparse sufficient dimension reduction
- Marginal tests with sliced average variance estimation
- Using intraslice covariances for improved estimation of the central subspace in regression
- Constrained Inverse Regression for Incorporating Prior Information
- Sufficient Dimension Reduction via Inverse Regression
This page was built for publication: On model-free conditional coordinate tests for regressions