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    A New Algorithm for Estimating the Effective Dimension-Reduction Subspace
    13 years 4 months ago
    A New Algorithm for Estimating the Effective Dimension-Reduction Subspace
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    The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is consider...
    Arnak S. Dalalyan, Anatoly Juditsky, Vladimir Spok...
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