A selective review of sufficient dimension reduction for multivariate response regression

被引：1

作者：

Dong, Yuexiao ^{[1
]}

Soale, Abdul-Nasah ^{[2
]}

Power, Michael D. ^{[1
]}

机构：

[1] Temple Univ, Dept Stat Operat & Data Sci, Philadelphia, PA 19122 USA

[2] Case Western Reserve Univ, Dept Math Appl Math & Stat, Cleveland, OH 44106 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2023年 / 226卷

关键词：

Minimum average variance estimation; Partial least squares; Projective resampling; Sliced inverse regression; SLICED INVERSE REGRESSION; CENTRAL MEAN SUBSPACE; ESTIMATOR; MOMENT; MODELS;

D O I：

10.1016/j.jspi.2023.02.003

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We review sufficient dimension reduction (SDR) estimators with multivariate response in this paper. A wide range of SDR methods are characterized as inverse regression SDR estimators or forward regression SDR estimators. The inverse regression family includes pooled marginal estimators, projective resampling estimators, and distance -based estimators. Ordinary least squares, partial least squares, and semiparametric SDR estimators, on the other hand, are discussed as estimators from the forward regression family.(c) 2023 Elsevier B.V. All rights reserved.

引用

页码：63 / 70

页数：8

共 50 条

[1] Optimal sufficient dimension reduction for the conditional mean in multivariate regression
Yoo, Jae Keun
[J]. BIOMETRIKA, 2007, 94 (01) : 231 - 242
[2] Note on response dimension reduction for multivariate regression
Yoo, Jae Keun
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2019, 26 (05) : 519 - 526
[3] A selective review of nonlinear sufficient dimension reduction
Jang, Sehun
Song, Jun
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2024, 31 (02) : 247 - 262
[4] Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
Yoo, Jae Keun
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 99 (08) : 1825 - 1839
[5] Response dimension reduction for the conditional mean in multivariate regression
Yoo, Jae Keun
Cook, R. Dennis
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2008, 53 (02) : 334 - 343
[6] A novel moment-based sufficient dimension reduction approach in multivariate regression
Yoo, Jae Keun
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2008, 52 (07) : 3843 - 3851
[7] A REVIEW ON SLICED INVERSE REGRESSION, SUFFICIENT DIMENSION REDUCTION, AND APPLICATIONS
Huang, Ming-Yueh
Hung, Hung
[J]. STATISTICA SINICA, 2022, 32 : 2297 - 2314
[8] Sufficient dimension reduction and prediction in regression
Adragni, Kofi P.
Cook, R. Dennis
[J]. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2009, 367 (1906): : 4385 - 4405
[9] Sufficient dimension reduction and graphics in regression
Chiaromonte, F
Cook, RD
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2002, 54 (04) : 768 - 795
[10] Sufficient Dimension Reduction and Graphics in Regression
Francesca Chiaromonte
R. Dennis Cook
[J]. Annals of the Institute of Statistical Mathematics, 2002, 54 : 768 - 795

← 1 2 3 4 5 →