Slicing regression: A link-free regression method

DOI10.1214/aos/1176348109zbMath0738.62070OpenAlexW2024307779MaRDI QIDQ1175375

Naihua Duan, Ker-Chau Li

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348109

zbMATH Keywords

consistencyasymptotic normalityefficiencyspectral decompositionprojection pursuitasymptotic covariance matrixelliptical symmetryprincipal eigenvectorsample covariance matrixWald's testgeneral regression modelbias boundconfidence region procedureestimated inverse regression curvelink-free regression methodslicing regression estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) General nonlinear regression (62J02)

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