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@ -12,10 +12,11 @@ Authors@R: c( |
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person("Lukas", "Fertl", role = c("aut", "cph")), |
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person("Efstathia", "Bura", role = "ctb") |
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) |
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Description: Implementation of the Conditional Variance Estimation (CVE) method |
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from Fertl and Bura (2021) <arXiv:2102.08782> and the Ensemble Conditional |
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Variance Estimation (ECVE) method from Fertl and Bura (2021) <arXiv:2102.13435>. |
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CVE and ECVE are Sufficient Dimension Reduction (SDR) methods |
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Description: Implementation of the CVE (Conditional Variance Estimation) method |
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proposed by Fertl, L. and Bura, E. (2021) <arXiv:2102.08782> and the ECVE |
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(Ensemble Conditional Variance Estimation) method introduced in |
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Fertl, L. and Bura, E. (2021) <arXiv:2102.13435>. |
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CVE and ECVE are sufficient dimension reduction methods |
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in regressions with continuous response and predictors. CVE applies to general |
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additive error regression models while ECVE generalizes to non-additive error |
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regression models. They operate under the assumption that the predictors can |
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