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Article de revue
Ce document a été publié dans
Statistica Sinica. 2010, vol. 20, n° 2, p. 513-536
Taipei : Institute of Statistical Science, Academia Sinica
Résumé en anglais
Most of the common estimation methods for sample selection models rely heavily on parametric and normality assumptions. We consider in this paper a multivariate semiparametric sample selection model and develop a geometric ...Lire la suite >
Mots clés en anglais
Sliced Inverse Regression (SIR)
Multivariate SIR
Canonical Analysis
Semiparametric Regression Models
Eigen-decomposition