Using sliced mean variance-covariance inverse regression for classification and dimension reduction

DOI10.1007/S00180-013-0460-3zbMATH Open1306.65092OpenAlexW1983265425MaRDI QIDQ2259752FDOQ2259752

Authors: Charles D. Lindsey, Simon J. Sheather, Joseph W. McKean 

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-013-0460-3

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zbMATH Keywords

SIRvisualizationsingular value decompositiondiscriminationSAVESMVCIR

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• Sliced Inverse Regression for Dimension Reduction
• Extending Sliced Inverse Regression
• Dimension estimation in sufficient dimension reduction: a unifying approach
• Modern Multivariate Statistical Techniques
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• Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
• A Nonparametric Estimate of a Multivariate Density Function
• Save: a method for dimension reduction and graphics in regression
• Marginal tests with sliced average variance estimation
• The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
• Identifying Regression Outliers and Mixtures Graphically
• Title not available (Why is that?)
• Corrections to test statistics in principal Hessian directions
• Asymptotic inference for eigenvectors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sliced mean variance-covariance inverse regression

Cited In (1)

• Sliced mean variance-covariance inverse regression

Uses Software

• R
• UCI-ml
• LDR
• ElemStatLearn
• dr

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