An Adaptive Estimation of Dimension Reduction Space

DOI10.1111/1467-9868.03411zbMath1091.62028MaRDI QIDQ4665890

Li Xing Zhu, Howell Tong, Yingcun Xia, Wai Keung Li

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.03411

zbMATH Keywords

projection pursuit; local linear smoother; semiparametrics; nonlinear time series analysis; multiple time series; average derivative estimation; principal Hessian direction; scliced inverse regression estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J12: Generalized linear models (logistic models)

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