Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10010273756
Most dimension reduction methods based on nonparametric smoothing are highly sensitive to outliers and to data coming from heavy-tailed distributions. We show that the recently proposed methods by Xia et al. (2002) can be made robust in such a way that preserves all advantages of the original...
Persistent link: https://www.econbiz.de/10010274107
Persistent link: https://www.econbiz.de/10010274119