Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach

DOI10.1016/j.jmva.2004.10.003zbMath1080.62008OpenAlexW2031647880MaRDI QIDQ2571813

Jérôme Saracco

Publication date: 14 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.10.003

zbMATH Keywords

dimension reduction subspaceseigen-elements

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

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• Comment
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