Fréchet kernel sliced inverse regression

Yushen Dong and Yichao Wu

Journal of Multivariate Analysis, 2022, vol. 191, issue C

Abstract: Fréchet regression is an extension of classical regression to study the relationship between a metric space-valued response and Euclidean predictors. In this paper, we propose a Fréchet kernel sliced inverse regression to perform sufficient dimension reduction for Fréchet regression and prove its consistency. Simulation examples and a real data example are used to illustrate its superb finite-sample performance.

Keywords: Dimension Reduction; Fréchet regression; Sliced inverse regression (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.jmva.2022.105032

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