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~institution:"Tilburg University, Center for Economic Research"
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Dimension reduction
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M-estimation
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Nonparametric regression
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Cizek, Pavel
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Härdle, W.K.
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Tilburg University, Center for Economic Research
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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London School of Economics (LSE)
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Robust Estimation of
Dimension
Reduction
Space
Cizek, Pavel
;
Härdle, W.K.
-
Tilburg University, Center for Economic Research
-
2005
Most
dimension
reduction
methods based on nonparametric smoothing are highly sensitive to outliers and to data coming …
Persistent link: https://www.econbiz.de/10011090490
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