High-dimensional elliptical sliced inverse regression in non-Gaussian distributions
Year of publication: |
2022
|
---|---|
Authors: | Chen, Xin ; Zhang, Jia ; Zhou, Wang |
Subject: | Central subspace | Convergence rate | Elliptical distribution | Multivariate Kendall’s tau | Sliced inverse regression | Sufficient dimension reduction | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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