An asymptotic theory for sliced inverse regression

DOI10.1080/03610929708832039zbMath0954.62531OpenAlexW1998167131MaRDI QIDQ4269953

Jérôme Saracco

Publication date: 10 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708832039

zbMATH Keywords

Delta methodeigenelementseigenprojectors

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (26)

POOLED SLICING METHODS VERSUS SLICING METHODS ⋮ A Sliced Inverse Regression Approach for a Stratified Population ⋮ A new sliced inverse regression method for multivariate response ⋮ Two cross-validation criteria for SIR\({}_\alpha\) and PSIR\({}_\alpha\) methods in view of prediction ⋮ Wavelet-based estimation in a semiparametric regression model ⋮ Unnamed Item ⋮ Variable importance assessment in sliced inverse regression for variable selection ⋮ Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod ⋮ Sliced inverse regression in reference curves estimation ⋮ Pooled marginal slicing approach via SIR\({}_\alpha\) with discrete covariates ⋮ A sliced inverse regression approach for data stream ⋮ Bagging Versions of Sliced Inverse Regression ⋮ Kernel sliced inverse regression: regularization and consistency ⋮ Sliced inverse regression under linear constraints ⋮ Inverse Regression in Binary Response LDV Model ⋮ Cluster-based sliced inverse regression ⋮ A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches ⋮ Strong consistency of kernel estimator in a semiparametric regression model ⋮ A new approach on recursive and non-recursive SIR methods ⋮ Consistent estimation of the dimensionality in sliced inverse regression ⋮ Random sliced inverse regression ⋮ Advanced topics in sliced inverse regression ⋮ Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach ⋮ Some extensions of multivariate sliced inverse regression ⋮ Extreme partial least-squares ⋮ Computational Outlier Detection Methods in Sliced Inverse Regression

Cites Work

• The commutation matrix: Some properties and applications
• Estimation of heteroscedasticity in regression analysis
• Asymptotic inference for eigenvectors
• Slicing regression: A link-free regression method
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Approximation Theorems of Mathematical Statistics
• Sliced Inverse Regression for Dimension Reduction
• Measurement Error Regression with Unknown Link: Dimension Reduction and Data Visualization
• Determining the Dimensionality in Sliced Inverse Regression

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