A martingale-difference-divergence-based estimation of central mean subspace

DOI10.4310/SII.2019.v12.n3.a12zbMath1502.62065MaRDI QIDQ1999990

Yuesong Wu, Yu Zhang, Xiang-Zhong Fang, Ji-cai Liu

Publication date: 27 June 2019

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

sufficient dimension reductiondistance covariancecentral mean subspacemartingale difference divergencemultiple index models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Martingales with discrete parameter (60G42) Nonparametric estimation (62G05)

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