Sliced inverse regression for multivariate response regression

DOI10.1016/j.jspi.2008.12.006zbMath1162.62366OpenAlexW2054544847MaRDI QIDQ1021999

Heng-Hui Lue

Publication date: 9 June 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.12.006

zbMATH Keywords

dimension reductioncanonical correlationsliced inverse regressionmultivariate responsemost predictable variates

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

Related Items (14)

A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications ⋮ A Sliced Inverse Regression Approach for a Stratified Population ⋮ A new sliced inverse regression method for multivariate response ⋮ Variable importance assessment in sliced inverse regression for variable selection ⋮ Interpretable, predictive spatio-temporal models via enhanced pairwise directions estimation ⋮ Pairwise directions estimation for multivariate response regression data ⋮ A selective review of sufficient dimension reduction for multivariate response regression ⋮ On principal Hessian directions for multivariate response regressions ⋮ On principal graphical models with application to gene network ⋮ Supervised dimensionality reduction via distance correlation maximization ⋮ A sliced inverse regression approach for data stream ⋮ Minimum average variance estimation with group Lasso for the multivariate response central mean subspace ⋮ Advanced topics in sliced inverse regression ⋮ Computational Outlier Detection Methods in Sliced Inverse Regression

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• Comment

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