An adaptive estimation of MAVE

DOI10.1016/J.JMVA.2011.07.001zbMath1352.62060OpenAlexW2164346591MaRDI QIDQ643296

Qin Wang, Weixin Yao

Publication date: 28 October 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.07.001

zbMATH Keywords

MAVEadaptive estimationsufficient dimension reductioncentral mean subspace

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (13)

Robust estimation and variable selection in sufficient dimension reduction ⋮ A multi-step kernel–based regression estimator that adapts to error distributions of unknown form ⋮ Variable selection through adaptive MAVE ⋮ Dimension reduction via local rank regression ⋮ Projection expectile regression for sufficient dimension reduction ⋮ Robust linear regression: A review and comparison ⋮ Robust MAVE through nonconvex penalized regression ⋮ Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity ⋮ Semiparametric mixtures of regressions with single-index for model based clustering ⋮ Robust estimation and variable selection for varying-coefficient single-index models based on modal regression ⋮ Adaptive estimation for varying coefficient models ⋮ Kernel Density-Based Linear Regression Estimate ⋮ Robust estimation for partial linear single-index models

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