A new algorithm for estimating the effective dimension-reduction subspace

Journal of Machine Learning Research

Volumn 9, Issue , 2008, Pages 1647-1678

  Dalalyan, Arnak S ^a   Juditsky, Anatoly ^b   Spokoiny, Vladimir ^c  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b UNIV GRENOBLE ALPES   (France)

^c WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

Central subspace; Dimension reduction; Multi index regression model; Structure adaptive approach

Indexed keywords

FINANCIAL DATA PROCESSING; REGRESSION ANALYSIS; STATISTICAL METHODS;

CENTRAL SUBSPACE; DIMENSION-REDUCTION; EFFECTIVE DIMENSIONS; MULTI-INDEX REGRESSION MODEL; STRUCTURE-ADAPTIVE APPROACH;

PRINCIPAL COMPONENT ANALYSIS;

EID: 50949115024     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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