منابع مشابه
Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
In regression with a high-dimensional predictor vector, it is important to estimate the central and central mean subspaces that preserve sufficient information about the response and the mean response. Using the Fourier transform, we have derived the candidate matrices whose column spaces recover the central and central mean subspaces exhaustively. Under the normality assumption of the predicto...
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The central subspace and central mean subspace are two important targets of sufficient dimension reduction. We propose a weighted chi-squared test to determine their dimensions based on matrices whose column spaces are exactly equal to the central subspace or the central mean subspace. The asymptotic distribution of the test statistic is obtained. Simulation examples are used to demonstrate the...
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The purpose of this study is to investigate the effect of central bank interventions in the foreign exchange market on exchange rate instability in Iran. Multiple regression method has been used to estimate the research model. The GARCH model (1, 1) has also been used to estimate exchange rate volatility. The Stavarek index was used to calculate the central bank intervention index. The closer t...
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Central and subspace clustering methods are at the core of many segmentation problems in computer vision. However, both methods fail to give the correct segmentation in many practical scenarios, e.g., when data are close to the intersection of subspaces or when two cluster centers in different subspaces are spatially close. In this paper, we address these challenges by considering the problem o...
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Central and subspace clustering methods are at the core of many segmentation problems in computer vision. However, both methods fail to give the correct segmentation in many practical scenarios, e.g., when data are close to the intersection of subspaces or when two cluster centers in different subspaces are spatially close. In this paper, we address these challenges by considering the problem o...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2019
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-019-09915-8