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 estim...

McKay, Conover and Beckman (1979) introduced Latin hypercube sampling (LHS) for reducing variance of Monte Carlo simulations. More recently Owen (1992a) and Tang (1993) generalized LHS using orthogonal arrays. In the Owen's class of generalized LHS, we de ne extended Latin hypercube sampling of strengthm (henceforth denoted as ELHS(m)), such that ELHS(1) reduces to LHS. We rst derive explicit f...