Browsing College of Arts and Sciences by Subject "Adaptive estimation"

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Browsing College of Arts and Sciences by Subject "Adaptive estimation"

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  • Wang, Qin; Yao, Weixin (2012)
    Minimum average variance estimation (MAVE, Xia et al: 2002) is an effective dimension reduction method. It requires no strong probabilistic assumptions on the predictors, and can consistently estimate the central mean ...