Direction estimation in single-index regressions

By Xiangrong Yin, R. Dennis Cook. 2005

89 citations recorded by the source corpus.

Subfields: Genetics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1be283565ab2386a91b30757730ccf1068a6cbd8

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Citations in the corpus

Sequential sufficient dimension reduction for large p, small n problems (2015, methodology): “E-mail: yinxiangrong@uky.edu et al. 2002), Kullback–Leibler distance (Yin and Cook, 2005), the Fouriers transform (Zhu and Zeng, 2006) and reproducing kernel Hilbert space type (Fukumizu et al., 2004, 2009).”
Successive direction extraction for estimating the central subspace in a multiple-index regression (2008, methodology): “In this section, we present the results of a small simulation study and the analysis of a real data set, adding further results to the ones by Yin and Cook (2005).”
A constructive approach to the estimation of dimension reduction directions (2007, background): “A similar idea appeared in Yin and Cook (2005) for a general single-index model.”
ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL (2006, background): “…Juditski, and Spokoiny, 2001 @hereafter HJS#; Xia, Tong, Li, and Zhu, 2002; Yu and Ruppert, 2002; Delecroix, Hristache, and Patilea, 2006; Yin and Cook, 2005! have investigated the estimation of the parametric index u0 with focus The author is most grateful to Professor O+ Linton and…”
A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION (2012, methodology): “In this paper we focus on the singleindex model, which is well motivated in both econometrics and statistics; see, e.g., Härdle, Hall, and Ichimura (1993), Klein and Spady (1993), Chaudhuri et al. (1997), and Yin and Cook (2005).”
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses (2008, methodology): “The second category includes the minimum average variance estimator of Xia et al. (2002) and the information index method of Yin and Cook (2005) and Yin, Li, and Cook (2008).”
Kernel dimension reduction in regression (2009, methodology): “derivative. Also, there has also been some recent work on nonparametric methods for estimation of central subspaces. One such method estimates the central subspace based on an expected log likelihood [35]. This requires, however, an estimate of the joint probability density, and is limited to single”