Determining the Dimensionality in Sliced Inverse Regression (Q4292146)

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scientific article; zbMATH DE number 579821
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Determining the Dimensionality in Sliced Inverse Regression
scientific article; zbMATH DE number 579821

    Statements

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    1 June 1994
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    eigenprojection
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    projection matrix
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    linear combinations of explanatory variables
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    sliced inverse regression
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    general regression problem
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    response variable
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    conditional means
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    conditional covariance matrices
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    asymptotic chi-squared distribution
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    elliptically symmetric distribution
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    Determining the Dimensionality in Sliced Inverse Regression (English)
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