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

DOI10.1016/j.jmva.2004.10.003zbMath1080.62008MaRDI 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 subspaces; eigen-elements

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

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• Comment
• Sliced inverse regression (SIR): An appraisal of small sample alternatives to slicing
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