Pages that link to "Item:Q4690952"

The following pages link to Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952):

Displaying 18 items.

• A martingale-difference-divergence-based estimation of central mean subspace (Q1999990) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• A kernel-based measure for conditional mean dependence (Q2242014) (← links)
• Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
• Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
• (Q4969067) (← links)
• (Q5004056) (← links)
• Quantile Martingale Difference Divergence for Dimension Reduction (Q5037814) (← links)
• An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems (Q6120130) (← links)
• Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038) (← links)
• Deep nonlinear sufficient dimension reduction (Q6608686) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
• Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (Q6626286) (← links)
• Conditional mean dimension reduction for tensor time series (Q6626670) (← links)
• A test of U-type for goodness-of-fit in regression models through martingale difference divergence (Q6639489) (← links)
• A novel and effective method for characterizing time series correlations based on martingale difference correlation (Q6663722) (← links)
• A slicing-free perspective to sufficient dimension reduction: selective review and recent developments (Q6663974) (← links)
• Slicing-free inverse regression in high-dimensional sufficient dimension reduction (Q6671903) (← links)