An Adaptive Estimation of Dimension Reduction Space

DOI10.1111/1467-9868.03411zbMath1091.62028OpenAlexW2171050905MaRDI QIDQ4665890

Yingcun Xia, Li Xing Zhu, Howell Tong, Wai Keung Li

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.03411

zbMATH Keywords

projection pursuitlocal linear smoothersemiparametricsnonlinear time series analysismultiple time seriesaverage derivative estimationprincipal Hessian directionscliced inverse regression estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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