On a new class of sufficient dimension reduction estimators

Yuexiao Dong and Yongxu Zhang

Statistics & Probability Letters, 2018, vol. 139, issue C, 90-94

Abstract: OLS and SIR are two popular sufficient dimension reduction estimators. OLS can recover at most one direction, and SIR shares this limitation when the response is binary. To address such limitation, we propose slicing-assisted OLS and slicing-assisted SIR.

Keywords: Linear conditional mean; Ordinary least squares; Sliced inverse regression (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.03.019

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