Dimension reduction for conditional variance in regressions

Statistica Sinica

Volumn 19, Issue 2, 2009, Pages 869-883

  Zhu, Li Ping ^a   Zhu, Li Xing ^b  

^a EAST CHINA NORMAL UNIVERSITY   (China)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Asymptotic normality; Central variance subspace; Dimension reduction; Heteroscedasticity; Outer product gradient

Indexed keywords

EID: 68149091976     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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