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

DOI10.1007/S00180-013-0460-3MaRDI QIDQ2259752zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 5985650 (Why is no real title available?)
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• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
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• A Nonparametric Estimate of a Multivariate Density Function
• Approximation Theorems of Mathematical Statistics
• Asymptotic inference for eigenvectors
• Corrections to test statistics in principal Hessian directions
• Dimension estimation in sufficient dimension reduction: a unifying approach
• Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
• Extending Sliced Inverse Regression
• Identifying Regression Outliers and Mixtures Graphically
• Marginal tests with sliced average variance estimation
• Modern Multivariate Statistical Techniques
• Save: a method for dimension reduction and graphics in regression
• Sliced Inverse Regression for Dimension Reduction
• Sliced mean variance-covariance inverse regression
• The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis

Cited in

(1)

• Sliced mean variance-covariance inverse regression

Describes a project that uses

Uses Software

• dr
• ElemStatLearn
• LDR
• UCI
• R

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