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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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:106:y:2015:i:c:p:184-190
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DOI: 10.1016/j.spl.2015.07.025
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