A slice of multivariate dimension reduction

R. Dennis Cook

Journal of Multivariate Analysis, 2022, vol. 188, issue C

Abstract: We describe how many dimension reduction strategies are connected conceptually and philosophically, paving the way for a unified approach to multivariate dimension reduction in statistics. Specific methods covered include envelopes, sufficient dimension reduction methods like SIR and SAVE, principal components, principal fitted components, and partial least squares.

Keywords: Envelopes; Principal components; Principal fitted components; Partial least squares; Sufficient dimension reduction (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.jmva.2021.104812

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