An introduction to envelopes: dimension reduction for efficient estimation in multivariate statistics

RD Cook - 2018 - books.google.com
Written by the leading expert in the field, this text reviews the major new developments in
envelope models and methods An Introduction to Envelopes provides an overview of the …

Principal components, sufficient dimension reduction, and envelopes

RD Cook - Annual Review of Statistics and Its Application, 2018 - annualreviews.org
We review probabilistic principal components, principal fitted components, sufficient
dimension reduction, and envelopes, arguing that at their core they are all based on …

A selective review of sufficient dimension reduction for multivariate response regression

Y Dong, AN Soale, MD Power - Journal of Statistical Planning and …, 2023 - Elsevier
We review sufficient dimension reduction (SDR) estimators with multivariate response in this
paper. A wide range of SDR methods are characterized as inverse regression SDR …

Minimum average variance estimation with group lasso for the multivariate response central mean subspace

HF Zhang - Journal of Multivariate Analysis, 2021 - Elsevier
Abstract The Minimum Average Variance Estimation (MAVE) method and its variants have
proven to be effective approaches to the dimension reduction problems. However, as far as …

Sufficient dimension reduction in the presence of controlling variable and missing multivariate response

H Xu, Y Xu, N Ling, G Fan - Communications in Statistics …, 2023 - Taylor & Francis
In this paper, we focus on partial dimension reduction for conditional mean function in the
presence of controlling variable when responses are multivariate and missing at random. A …

[HTML][HTML] Dimension reduction estimation for central mean subspace with missing multivariate response

GL Fan, HX Xu, HY Liang - Journal of Multivariate Analysis, 2019 - Elsevier
Multivariate response data often arise in practice and they are frequently subject to
missingness. Under this circumstance, the standard sufficient dimension reduction (SDR) …

Nonlinear interaction detection through partial dimension reduction with missing response data

HX Xu, GL Fan, JC Li - Random Matrices: Theory and Applications, 2023 - World Scientific
In this paper, we are concerned with nonlinear interaction detection based on partial
dimension reduction with missing response data. The covariates are grouped through linear …

A lack-of-fit test with screening in sufficient dimension reduction

Y Zhang, W Zhong, L Zhu - Statistica Sinica, 2020 - JSTOR
Researchers often need to infer how the conditional mean of a response varies with the
predictors. Sufficient dimension-reduction techniques reduce the dimension by identifying a …

Nonlinear interaction detection through model-based sufficient dimension reduction

G Fan, L Zhu, S Ma - Statistica Sinica, 2019 - JSTOR
In this paper we propose an efficient model-based sufficient dimension reduction method to
detect interactions. We introduce a new class of multivariate adaptive varying index models …

[PDF][PDF] S1 Screening Performances in Example

Y Zhang, W Zhong, L Zhu - stat.sinica.edu.tw
In the two-stage LOFTS procedure, the first-stage screening performance is crucial for the
follow-up test according to Theorem 1. Thus, we first examine whether all the truly important …