Čížek, Pavel; Härdle, Wolfgang - Sonderforschungsbereich 373, Quantifikation und … - 2003
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 MAVE and OPG methods by Xia et al. (2002) allow us to make them robust in a relatively straightforward way...
