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Sufficient Dimension Reduction via Inverse Regression: A Minimum Discrepancy Approach

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Cited by:

  1. Zhang, Xin & Wang, Chong & Wu, Yichao, 2018. "Functional envelope for model-free sufficient dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 163(C), pages 37-50.
  2. Andrea Bergesio & María Eugenia Szretter Noste & Víctor J. Yohai, 2021. "A robust proposal of estimation for the sufficient dimension reduction problem," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 758-783, September.
  3. Forzani, Liliana & Rodriguez, Daniela & Smucler, Ezequiel & Sued, Mariela, 2019. "Sufficient dimension reduction and prediction in regression: Asymptotic results," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 339-349.
  4. Li‐Ping Zhu & Li‐Xing Zhu, 2009. "On distribution‐weighted partial least squares with diverging number of highly correlated predictors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 525-548, April.
  5. Yongtao Guan & Hansheng Wang, 2010. "Sufficient dimension reduction for spatial point processes directed by Gaussian random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 367-387, June.
  6. Heng-Hui Lue & Bing-Ran You, 2013. "High-dimensional regression analysis with treatment comparisons," Computational Statistics, Springer, vol. 28(3), pages 1299-1317, June.
  7. Ulrike Genschel, 2018. "The Effect of Data Contamination in Sliced Inverse Regression and Finite Sample Breakdown Point," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 28-58, February.
  8. Yang, Baoying & Yin, Xiangrong & Zhang, Nan, 2019. "Sufficient variable selection using independence measures for continuous response," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 480-493.
  9. Wang, Tao & Xu, Pei-Rong & Zhu, Li-Xing, 2012. "Non-convex penalized estimation in high-dimensional models with single-index structure," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 221-235.
  10. Sabrina Duarte & Liliana Forzani & Pamela Llop & Rodrigo García Arancibia & Diego Tomassi, 2023. "Socioeconomic Index for Income and Poverty Prediction: A Sufficient Dimension Reduction Approach," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(2), pages 318-346, June.
  11. Adragni, Kofi Placid & Raim, Andrew M., 2014. "ldr: An R Software Package for Likelihood-Based Sufficient Dimension Reduction," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 61(i03).
  12. Yoo, Jae Keun, 2015. "A theoretical note on optimal sufficient dimension reduction with singularity," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 109-113.
  13. Wen, Xuerong Meggie, 2010. "On sufficient dimension reduction for proportional censorship model with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1975-1982, August.
  14. Noorbaloochi, Siamak & Nelson, David, 2008. "Conditionally specified models and dimension reduction in the exponential families," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1574-1589, September.
  15. Yoo, Jae Keun & Cook, R. Dennis, 2008. "Response dimension reduction for the conditional mean in multivariate regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 334-343, December.
  16. Al-Najjar, Elias & Adragni, Kofi P., 2017. "Sufficient dimension reduction constrained through sub-populations," Computational Statistics & Data Analysis, Elsevier, vol. 111(C), pages 131-144.
  17. Yin, Xiangrong & Li, Bing & Cook, R. Dennis, 2008. "Successive direction extraction for estimating the central subspace in a multiple-index regression," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1733-1757, September.
  18. Wu, Runxiong & Chen, Xin, 2021. "MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
  19. Yoo, Jae Keun, 2009. "Partial moment-based sufficient dimension reduction," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 450-456, February.
  20. Heng-Hui Lue, 2010. "On principal Hessian directions for multivariate response regressions," Computational Statistics, Springer, vol. 25(4), pages 619-632, December.
  21. Chen, Canyi & Xu, Wangli & Zhu, Liping, 2022. "Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
  22. Deng, Jianqiu & Yang, Xiaojie & Wang, Qihua, 2022. "Surrogate space based dimension reduction for nonignorable nonresponse," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
  23. repec:jss:jstsof:39:i03 is not listed on IDEAS
  24. Forzani, Liliana & García Arancibia, Rodrigo & Llop, Pamela & Tomassi, Diego, 2018. "Supervised dimension reduction for ordinal predictors," Computational Statistics & Data Analysis, Elsevier, vol. 125(C), pages 136-155.
  25. Li, Gen & Yang, Dan & Nobel, Andrew B. & Shen, Haipeng, 2016. "Supervised singular value decomposition and its asymptotic properties," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 7-17.
  26. Kangning Wang & Lu Lin, 2017. "Robust and efficient direction identification for groupwise additive multiple-index models and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 22-45, March.
  27. Li, Lexin, 2009. "Exploiting predictor domain information in sufficient dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2665-2672, May.
  28. Tao, Chenyang & Feng, Jianfeng, 2017. "Canonical kernel dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 107(C), pages 131-148.
  29. Wen, Xuerong Meggie, 2007. "A note on sufficient dimension reduction," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 817-821, April.
  30. François Portier, 2016. "An Empirical Process View of Inverse Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(3), pages 827-844, September.
  31. Lu Li & Kai Tan & Xuerong Meggie Wen & Zhou Yu, 2023. "Variable-dependent partial dimension reduction," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 521-541, June.
  32. Yoo, Jae Keun, 2008. "A novel moment-based sufficient dimension reduction approach in multivariate regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3843-3851, March.
  33. Paris, Quentin, 2014. "Minimax adaptive dimension reduction for regression," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 186-202.
  34. Li, Gao-Rong & Zhu, Li-Ping & Zhu, Li-Xing, 2010. "Adaptive confidence region for the direction in semiparametric regressions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1364-1377, July.
  35. Zhu, Li-Ping & Zhu, Li-Xing, 2009. "Nonconcave penalized inverse regression in single-index models with high dimensional predictors," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 862-875, May.
  36. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
  37. Hino, Hideitsu & Wakayama, Keigo & Murata, Noboru, 2013. "Entropy-based sliced inverse regression," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 105-114.
  38. Yoo, Jae Keun, 2008. "Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1825-1839, September.
  39. José Garcia Montalvo & Omiros Papaspiliopoulos & Timothée Stumpf-Fétizon, 2018. "Bayesian forecasting of electoral outcomes with new parties' competition," Economics Working Papers 1624, Department of Economics and Business, Universitat Pompeu Fabra.
  40. Hojin Yang & Hongtu Zhu & Joseph G. Ibrahim, 2018. "MILFM: Multiple index latent factor model based on high‐dimensional features," Biometrics, The International Biometric Society, vol. 74(3), pages 834-844, September.
  41. Scrucca, Luca, 2011. "Model-based SIR for dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 3010-3026, November.
  42. Lian, Heng & Li, Gaorong, 2014. "Series expansion for functional sufficient dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 150-165.
  43. Maya Shevlyakova & Stephan Morgenthaler, 2014. "Sliced inverse regression for survival data," Statistical Papers, Springer, vol. 55(1), pages 209-220, February.
  44. Wei Sun & Lexin Li, 2012. "Multiple Loci Mapping via Model-free Variable Selection," Biometrics, The International Biometric Society, vol. 68(1), pages 12-22, March.
  45. Szretter Noste, María Eugenia, 2019. "Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 317-320.
  46. José García-Montalvo & Omiros Papaspiliopoulos & Timothée Stumpf-Fétizon, 2018. "Bayesian Forecasting of Electoral Outcomes with new Parties' Competition," Working Papers 1065, Barcelona School of Economics.
  47. Hilafu, Haileab & Yin, Xiangrong, 2013. "Sufficient dimension reduction in multivariate regressions with categorical predictors," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 139-147.
  48. Yu, Zhou & Zhu, Lixing & Wen, Xuerong Meggie, 2012. "On model-free conditional coordinate tests for regressions," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 61-72.
  49. Lin, Hongmei & Lian, Heng & Liang, Hua, 2019. "Rank reduction for high-dimensional generalized additive models," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 672-684.
  50. Howard D. Bondell & Lexin Li, 2009. "Shrinkage inverse regression estimation for model‐free variable selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 287-299, January.
  51. Ni, Liqiang & Cook, R. Dennis, 2007. "A robust inverse regression estimator," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 343-349, February.
  52. Li-Ping Zhu & Lin-Yi Qian & Jin-Guan Lin, 2011. "Variable selection in a class of single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(6), pages 1277-1293, December.
  53. Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023. "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, vol. 237(2).
  54. Fangfang Wang & Lu Lin & Lei Liu & Kangning Wang, 2021. "Estimation and clustering for partially heterogeneous single index model," Statistical Papers, Springer, vol. 62(6), pages 2529-2556, December.
  55. Weng, Jiaying, 2022. "Fourier transform sparse inverse regression estimators for sufficient variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
  56. C. Bernard‐Michel & L. Gardes & S. Girard, 2008. "A Note on Sliced Inverse Regression with Regularizations," Biometrics, The International Biometric Society, vol. 64(3), pages 982-984, September.
  57. Zhu, Li-Ping & Yu, Zhou & Zhu, Li-Xing, 2010. "A sparse eigen-decomposition estimation in semiparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 976-986, April.
  58. Alessandro Barbarino & Efstathia Bura, 2017. "A Unified Framework for Dimension Reduction in Forecasting," Finance and Economics Discussion Series 2017-004, Board of Governors of the Federal Reserve System (U.S.).
  59. Montalvo, José G. & Papaspiliopoulos, Omiros & Stumpf-Fétizon, Timothée, 2019. "Bayesian forecasting of electoral outcomes with new parties’ competition," European Journal of Political Economy, Elsevier, vol. 59(C), pages 52-70.
  60. Yuan, Qingcong & Chen, Xianyan & Ke, Chenlu & Yin, Xiangrong, 2022. "Independence index sufficient variable screening for categorical responses," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
  61. Ding, Shanshan & Cook, R. Dennis, 2015. "Tensor sliced inverse regression," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 216-231.
  62. Portier, François & Delyon, Bernard, 2013. "Optimal transformation: A new approach for covering the central subspace," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 84-107.
  63. Jung, Sungkyu, 2018. "Continuum directions for supervised dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 125(C), pages 27-43.
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