Quantile Martingale Difference Divergence for Dimension Reduction

DOI10.5705/SS.202020.0006MaRDI QIDQ5037814zbMATH OpenOpenAlexFDO

Authors Chung Eun Lee, Haileab Hilafu

Publication date 4 March 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202020.0006

zbMATH Keywords

dimension reductioncentral subspacequantile dependence

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(4)

• A martingale-difference-divergence-based estimation of central mean subspace
• Sufficient dimension reduction for conditional quantiles with alternative types of data
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
• A slicing-free perspective to sufficient dimension reduction: selective review and recent developments

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