Dimension reduction in spatial regression with kernel SAVE method
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Publication:2034752
Abstract: We consider the smoothed version of sliced average variance estimation (SAVE) dimension reduction method for dealing with spatially dependent data that are observations of a strongly mixing random field. We propose kernel estimators for the interest matrix and the effective dimension reduction (EDR) space, and show their consistency.
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Cites work
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- Comment
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- Spatial kernel regression estimation: weak consistency
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