High-dimensional elliptical sliced inverse regression in non-Gaussian distributions
Year of publication: |
2022
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Authors: | Chen, Xin ; Zhang, Jia ; Zhou, Wang |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 3, p. 1204-1215
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Subject: | Central subspace | Convergence rate | Elliptical distribution | Multivariate Kendall’s tau | Sliced inverse regression | Sufficient dimension reduction | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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