Using sliced inverse mean difference for sufficient dimension reduction

Andreas Artemiou and Lipu Tian

Statistics & Probability Letters, 2015, vol. 106, issue C, 184-190

Abstract: We present two different algorithms for sufficient dimension reduction based on the difference between inverse means. We discuss the theoretical properties and demonstrate the computational advantages over SIR (Li, 1991) and CUME (Zhu et al., 2010).

Keywords: Inverse moments; Inverse regression; Sequential tests; Sufficient dimension reduction (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2015.07.025

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