Groupwise sufficient dimension reduction via conditional distance clustering

DOI10.1007/S00184-019-00732-7MaRDI QIDQ2303753zbMATH OpenOpenAlexFDO

Authors Xinyi Xu, Jingxiao Zhang

Publication date 5 March 2020

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-019-00732-7

zbMATH Keywords

conditional distance clusteringconditional independencegroup structuresufficient dimension reduction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Review text

Dimension reduction has become a significant issue in high dimensional data analysis. The sufficient dimension reduction has been studied by \textit{K.-C. Li} [J. Am. Stat. Assoc. 86, No. 414, 316--327 (1991; Zbl 0742.62044)], and the goal of sufficient dimension reduction is to estimate \(S_{Y|X}\) and minimal dimension, where \(S_{Y|X}\) is the central subspace. In this paper, a groupwise sufficient dimension reduction framework via conditional distance clustering, when the grouping information is unknown, has been constructed. A clustering process, identify the group structure and conduct subsequent dimension reduction has been formulated. Both simulations and a real data analysis demonstrate that the clustering strategy is effective.

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Cited in

(4)

• Group-wise sufficient dimension reduction with principal fitted components
• Groupwise dimension reduction
• Overlapped groupwise dimension reduction
• Groupwise dimension reduction via envelope method

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