Asymptotics for kernel estimate of sliced inverse regression

DOI10.1214/aos/1032526955zbMath0864.62027OpenAlexW2093701508MaRDI QIDQ1816971

Kai-Tai Fang, Li Xing Zhu

Publication date: 1 December 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1032526955

zbMATH Keywords

high-dimensional datakernel estimatesliced inverse regressionnonlinear structuresmultivariate nonparametric regressioneffective dimension reduction directions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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