Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression

DOI10.1214/08-EJS255zbMath1320.62117arXiv0806.4120WikidataQ60522092 ScholiaQ60522092MaRDI QIDQ1951774

Oliver Johnson

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.4120

zbMATH Keywords

random matrix theoryregressionprincipal componentsprincipal fitted components

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

Related Items

Sufficient dimension reduction and prediction in regression ⋮ Sufficient dimension reduction and prediction through cumulative slicing PFC

Cites Work

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• Fisher lecture: Dimension reduction in regression
• A limit theorem for the norm of random matrices
• On the distribution of the largest eigenvalue in principal components analysis
• Contour regression: a general approach to dimension reduction
• Influence in principal components analysis
• Sliced Inverse Regression for Dimension Reduction
• An Adaptive Estimation of Dimension Reduction Space
• Eigenvalues, invariant factors, highest weights, and Schubert calculus

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