Robust dimension reduction using sliced inverse median regression
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DOI: 10.1007/s00362-018-1007-z
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- Valdério Anselmo Reisen & Céline Lévy-Leduc & Edson Zambon Monte & Pascal Bondon, 2024. "A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method," Statistical Papers, Springer, vol. 65(5), pages 2865-2886, July.
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Keywords
Affine equivariance property; Dimension reduction subspace; Oja and Tukey medians; Robustness; Sliced inverse regression;All these keywords.
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