Principal quantile regression for sufficient dimension reduction with heteroscedasticity
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Publication:1657946
DOI10.1214/18-EJS1432zbMath1393.60119MaRDI QIDQ1657946
Yichao Wu, Chong Wang, Seung Jun Shin
Publication date: 14 August 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1531468823
heteroscedasticity; sufficient dimension reduction; kernel quantile regression; principal quantile regression
60K35: Interacting random processes; statistical mechanics type models; percolation theory