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On relative efficiency of principal Hessian directions.
- Source :
-
Statistics & Probability Letters . Jul2017, Vol. 126, p108-113. 6p. - Publication Year :
- 2017
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 126
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 122478441
- Full Text :
- https://doi.org/10.1016/j.spl.2017.02.030