Partial dynamic dimension reduction for conditional mean in regression

DOI10.1007/s11424-020-8329-3zbMath1458.62140OpenAlexW3047550643MaRDI QIDQ2220435

Zhou Yu, Shengjin Gan

Publication date: 22 January 2021

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-020-8329-3

zbMATH Keywords

kernel estimatepartial dimension reductiondynamic ordinary least square estimatedynamic principal Hessian directions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07)

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• Comment

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