Large ;
small ;
Multivariate regression;
Seed matrix;
Sufficient dimension reduction;
primary 62G08;
secondary 62H05;
D O I:
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摘要:
A recently introduced seeded dimension reduction approach enables existing sufficient dimension reduction methods to be used in regressions with n < p. The dimension reductionisaccomplished through successive projectionsof seed matrices ona subspace to contain the central subspace. In the article, we will develop a seeded dimension reduction for multivariate regression, whose responses are multi-dimensional. For this we suggest two conditions that the dimension reduction is attained without the loss of information of the central subspace. Based on this, we construct possible candidate seed matrices. Numerical studies and two data analyses are presented.
机构:
Univ Alabama Birmingham, Dept Management Informat Syst & Quantitat Methods, Birmingham, AL 35294 USAUniv Alabama Birmingham, Dept Management Informat Syst & Quantitat Methods, Birmingham, AL 35294 USA
Huang, Xuan
Khachatryan, Davit
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机构:
Babson Coll, Div Math & Sci, Babson Pk, MA 02157 USAUniv Alabama Birmingham, Dept Management Informat Syst & Quantitat Methods, Birmingham, AL 35294 USA