Quantile-slicing estimation for dimension reduction in regression

DOI10.1016/j.jspi.2018.03.001zbMath1432.62096MaRDI QIDQ1644423

Yichao Wu, Seung Jun Shin, Hyungwoo Kim

Publication date: 21 June 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2018.03.001

zbMATH Keywords

heteroscedasticity; sufficient dimension reduction; kernel quantile regression; quantile-slicing estimation

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference