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ASYMPTOTIC PROPERTIES OF SUFFICIENT DIMENSION REDUCTION WITH A DIVERGING NUMBER OF PREDICTORS

We investigate asymptotic properties of a family of sufficient dimension reduction estimators when the number of predictors p diverges to infinity with the sample size. We adopt a general formulation of dimension reduction estimation through least squares regression of a set of transformations of th...

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Bibliographic Details
Main Authors: Wu, Yichao, Li, Lexin
Format: Artigo
Language:Inglês
Published: 2011
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC3228487/
https://ncbi.nlm.nih.gov/pubmed/22140299
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