The ensemble conditional variance estimator for sufficient dimension reduction

Ensemble Conditional Variance Estimation (ECVE) is a novel sufficient dimension reduction (SDR) method in regressions with continuous response and predictors. ECVE applies to general non-additive error regression models operates under the assumption that predictors can be replaced by lower dimensional projection without loss of information. It semiparametric forward model-based exhaustive estimation shown consistent mild assumptions. outperforms central subspace mean average variance (csMAVE), its main competitor, several simulation settings benchmark data set analysis.