Feature filter for estimating central mean subspace and its sparse solution

Sufficient variable selection using independence measures for continuous response

(2019) Baoying Yang et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Combining eigenvalues and variation of eigenvectors for order determination

(2016) Wei Luo et al.   BIOMETRIKA

Sufficient dimension reduction through informative predictor subspace

(2016) Jae Keun Yoo   STATISTICS

Sufficient dimension reduction through informative predictor subspace

(2016) Jae Keun Yoo   STATISTICS

Stable Estimation in Dimension Reduction

(2015) Wenbo Wu et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Partial martingale difference correlation

(2015) Trevor Park et al.   Electronic Journal of Statistics

On efficient dimension reduction with respect to a statistical functional of interest

(2014) Wei Luo et al.   ANNALS OF STATISTICS

Dimension reduction based on the Hellinger integral

(2014) Q. Wang et al.   BIOMETRIKA

Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

(2014) Xiaofeng Shao et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sequential sufficient dimension reduction for largep, smallnproblems

(2014) Xiangrong Yin et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Direction estimation in single-index models via distance covariance

(2013) Wenhui Sheng et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Feature Screening via Distance Correlation Learning

(2012) Runze Li et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Coordinate-independent sparse sufficient dimension reduction and variable selection

(2010) Xin Chen et al.   ANNALS OF STATISTICS

On the extension of sliced average variance estimation to multivariate regression

(2010) Jae Keun Yoo et al.   Statistical Methods and Applications

High-dimensional classification using features annealed independence rules

(2009) Jianqing Fan et al.   ANNALS OF STATISTICS

Using Generalized Correlation to Effect Variable Selection in Very High Dimensional Problems

(2009) Peter Hall et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Asymptotic properties of bridge estimators in sparse high-dimensional regression models

(2008) Jian Huang et al.   ANNALS OF STATISTICS

A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE

(2008) Qin Wang et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

A novel moment-based sufficient dimension reduction approach in multivariate regression

(2008) Jae Keun Yoo   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Successive direction extraction for estimating the central subspace in a multiple-index regression

(2008) Xiangrong Yin et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Sliced Regression for Dimension Reduction

(2008) Hansheng Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

On a Projective Resampling Method for Dimension Reduction With Multivariate Responses

(2008) Bing Li et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY