A constructive approach to the estimation of dimension reduction directions

DOI10.1214/009053607000000352zbMath1360.62196arXivmath/0701761OpenAlexW1997384244MaRDI QIDQ129272

Yingcun Xia, Yingcun Xia

Publication date: 1 December 2007

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

Full work available at URL: https://arxiv.org/abs/math/0701761

zbMATH Keywords

conditional density functionconvergence of algorithmroot-\(n\) consistencydouble-kernel smoothingefficient dimension reduction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09)

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