On Directional Regression for Dimension Reduction

DOI10.1198/016214507000000536zbMath1469.62300MaRDI QIDQ3632566

Bing Li, Shaoli Wang

Publication date: 12 June 2009

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214507000000536

zbMATH Keywords

efficiency; sliced average variance estimation; sliced inverse regression; contour regression; exhaustive estimation

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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