Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
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Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (scientific article; zbMATH DE number 6962786)
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (scientific article; zbMATH DE number 6962786)
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- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
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Cited in
(29)- A martingale-difference-divergence-based estimation of central mean subspace
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- A kernel-based measure for conditional mean dependence
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- Estimation for single-index models via martingale difference divergence
- The maximum separation subspace in sufficient dimension reduction with categorical response
- Omnibus model checks of linear assumptions through distance covariance
- Quantile Martingale Difference Divergence for Dimension Reduction
- Dimension reduction for longitudinal data based on martingale difference divergence
- An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening
- Dimension reduction in time series under the presence of conditional heteroscedasticity
- Deep nonlinear sufficient dimension reduction
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
- Conditional mean dimension reduction for tensor time series
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence
- A novel and effective method for characterizing time series correlations based on martingale difference correlation
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
- Slicing-free inverse regression in high-dimensional sufficient dimension reduction
- Envelope inverse regression for dimension reduction: a review and new perspectives
- Feature screening for high-dimensional data with measurement errors using adjusted martingale difference correlation
- Kernel-based marginal testing for covariate effects in high-dimensional settings
- Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence
- Mean dimension reduction and testing for nonparametric tensor response regression
- Conditional sufficient variable selection with prior information
- Slicing-free supervised dimension reduction for multivariate time series
- Test of independence using generalized distance correlation
- Sufficient dimension reduction via inverse conditional mean or variance independence
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