Slice inverse regression with score functions

DOI10.1214/18-EJS1428zbMath1392.62200WikidataQ129788892 ScholiaQ129788892MaRDI QIDQ1753150

Dmitry Babichev, Francis Bach

Publication date: 28 May 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1526889626

zbMATH Keywords

dimension reductionnonlinear regressionmulti-index modelslice inverse regression

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items

Unnamed Item, Unnamed Item, Tail inverse regression: dimension reduction for prediction of extremes, High-dimensional index volatility models via Stein's identity

Uses Software

• FastICA

Cites Work

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