Sliced inverse median difference regression

Stephen Babos and Andreas Artemiou ()
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Stephen Babos: Cardiff University
Andreas Artemiou: Cardiff University

Statistical Methods & Applications, 2020, vol. 29, issue 4, No 12, 937-954

Abstract: Abstract In this paper we propose a sufficient dimension reduction algorithm based on the difference of inverse medians. The classic methodology based on inverse means in each slice was recently extended, by using inverse medians, to robustify existing methodology at the presence of outliers. Our effort is focused on using differences between inverse medians in pairs of slices. We demonstrate that our method outperforms existing methods at the presence of outliers. We also propose a second algorithm which is not affected by the ordering of slices when the response variable is categorical with no underlying ordering of its values.

Keywords: Sufficient dimension reduction; Robust; Conditional independence; Categorical responses (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10260-020-00509-7

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