On kernel method for sliced average variance estimation
نویسندگان
چکیده
منابع مشابه
Asymptotics for sliced average variance estimation
In this paper, we systematically study the consistency of sliced average variance estimation (SAVE). The findings reveal that when the response is continuous, the asymptotic behavior of SAVE is rather different from that of sliced inverse regression (SIR). SIR can achieve √ n consistency even when each slice contains only two data points. However, SAVE cannot be √ n consistent and it even turns...
متن کاملA note on extension of sliced average variance estimation to multivariate regression
Rand Corporation, Pittsburgh, PA 15213 e-mail: [email protected] Abstract: Many sufficient dimension reduction methodologies for univariate regression have been extended to multivariate regression. Sliced average variance estimation (SAVE) has the potential to recover more reductive information, and recent development enables us to test the dimension and predictor effects with distributions comm...
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For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple of the spectral density at zero. The classical TAVC estimate which is based on batched means does not allow recursive updates and the required memory complex...
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Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in various learning contexts. They do not, however, live in a space naturally endowed with a Hilbert structure and are usually compared with non-Hilbertian dis...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2007
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2006.11.005