Robust multivariate association and dimension reduction using density divergences
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DOI: 10.1016/j.jmva.2013.03.004
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- Kun Chen & Yanyuan Ma, 2017. "Analysis of Double Single Index Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 1-20, March.
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Keywords
Multivariate association measures; Density power divergence; Density alpha divergence; Dimension reduction; Permutation test; Robustness;All these keywords.
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