Principal quantile regression for sufficient dimension reduction with heteroscedasticity

Keyphrases

• Heteroscedasticity 100%
• Quantile Regression 100%
• Sufficient Dimension Reduction 100%
• Dimensionality Reduction 50%
• Numerical Examples 25%
• Statistical Methods 25%
• Conditional Mean 25%
• Model Assumptions 25%
• Example-based 25%
• Path Following 25%
• Asymptotic Properties 25%
• Solution Path 25%
• Practice Data 25%
• Kernel Trick 25%
• Data Dimensionality 25%

Mathematics

• Heteroscedasticity 100%
• Quantile Regression 100%
• Reduction Method 50%
• Numerical Example 25%
• Simulated Data 25%
• Conditionals 25%
• Statistical Method 25%
• Real Data 25%
• Asymptotic Property 25%

Economics, Econometrics and Finance

• Statistical Method 100%