Pages that link to "Item:Q4690952"

The following pages link to Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952):

Displaying 9 items.

• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• A kernel-based measure for conditional mean dependence (Q2242014) (← links)
• Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
• Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
• (Q4969067) (← links)
• (Q5004056) (← links)
• Quantile Martingale Difference Divergence for Dimension Reduction (Q5037814) (← links)
• An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems (Q6120130) (← links)
• Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening (Q6167038) (← links)