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scientific article; zbMATH DE number 579821
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scientific article; zbMATH DE number 579821

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    DOI
    10.2307/2291210
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    author
    James R. Schott
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    publication date
    1 June 1994
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    Mathematics Subject Classification ID
    62J02
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    62J99
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    62H15
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    62J05
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    62F03
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    62E20
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    zbMATH DE Number
    579821
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    zbMATH Keywords
    eigenprojection
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    projection matrix
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    linear combinations of explanatory variables
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    sliced inverse regression
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    general regression problem
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    response variable
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    conditional means
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    conditional covariance matrices
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    asymptotic chi-squared distribution
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    elliptically symmetric distribution
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