On a new class of sufficient dimension reduction estimators

被引：1
|
作者：
Dong, Yuexiao [1 ]
Zhang, Yongxu [1 ]
机构：
[1] Temple Univ, Dept Stat Sci, Philadelphia, PA 19122 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2018年 / 139卷
关键词：
Linear conditional mean; Ordinary least squares; Sliced inverse regression; SLICED INVERSE REGRESSION;
D O I：
10.1016/j.spl.2018.03.019
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：
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. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：90 / 94
页数：5
相关论文
共 50 条
  • [1] An ensemble of inverse moment estimators for sufficient dimension reduction
    Wang, Qin
    Xue, Yuan
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2021, 161
  • [2] Fused Estimators of the Central Subspace in Sufficient Dimension Reduction
    Cook, R. Dennis
    Zhang, Xin
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2014, 109 (506) : 815 - 827
  • [3] A note on moment-based sufficient dimension reduction estimators
    Dong, Yuexia
    STATISTICS AND ITS INTERFACE, 2016, 9 (02) : 141 - 145
  • [4] SUFFICIENT DIMENSION REDUCTION BASED ON AN ENSEMBLE OF MINIMUM AVERAGE VARIANCE ESTIMATORS
    Yin, Xiangrong
    Li, Bing
    ANNALS OF STATISTICS, 2011, 39 (06): : 3392 - 3416
  • [5] Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation
    Forzani, Liliana
    Rodriguez, Daniela
    Sued, Mariela
    TEST, 2024, : 987 - 1013
  • [6] Tensor sufficient dimension reduction
    Zhong, Wenxuan
    Xing, Xin
    Suslick, Kenneth
    WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2015, 7 (03): : 178 - 184
  • [7] Transformed sufficient dimension reduction
    Wang, T.
    Guo, X.
    Zhu, L.
    Xu, P.
    BIOMETRIKA, 2014, 101 (04) : 815 - 829
  • [8] A note on sufficient dimension reduction
    Wen, Xuerong Meggie
    STATISTICS & PROBABILITY LETTERS, 2007, 77 (08) : 817 - 821
  • [9] Sparse sufficient dimension reduction
    Li, Lexin
    BIOMETRIKA, 2007, 94 (03) : 603 - 613
  • [10] Advance of the sufficient dimension reduction
    Hang, Weiqiang
    Xia, Yingcun
    WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2021, 13 (03):
12345