| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129914 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
Li (1992) proposed two variants of principal Hessian directions: one is based on centralized response and the other is based on residual of linear regression. We show that the latter has smaller asymptotic variance than the former in quadratic regressions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Qing Cheng, Liping Zhu,