Multivariate seeded dimension reduction

被引:0
|
作者
Jae Keun Yoo
Yunju Im
机构
[1] Ewha Womans University,Department of Statistics
关键词
Large ; small ; Multivariate regression; Seed matrix; Sufficient dimension reduction; primary 62G08; secondary 62H05;
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中图分类号
学科分类号
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.
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页码:559 / 566
页数:7
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