Contour projected dimension reduction

DOI10.1214/08-AOS679zbMath1360.62184arXiv0911.3481MaRDI QIDQ1043711

Hansheng Wang, Ronghua Luo, Chih-Ling Tsai

Publication date: 9 December 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.3481

zbMATH Keywords

sliced average variance estimationdirectional regressionsliced inverse regression\(\sqrt{n}\)-consistencycentral subspacecentral contour subspacecontour projectiongeneralized contour subspacekernel contour subspacesufficient contour subspace

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear inference, regression (62J99)

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