Influence Functions for Sliced Inverse Regression

DOI10.1111/j.1467-9469.2005.00447.xzbMath1088.62054MaRDI QIDQ5467700

Luke A. Prendergast

Publication date: 24 May 2006

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00447.x

zbMATH Keywords

asymptotic variance; single index model; effective dimension reduction space

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G35: Nonparametric robustness

Related Items

On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach, On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method, Trimming influential observations for improved single-index model estimated sufficient summary plots, Iterative application of dimension reduction methods, Robust inverse regression for dimension reduction, Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis, DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS

Cites Work

• A note on moments of variables summing to normal order statistics
• A note On outlier sensitivity of Sliced Inverse Regression
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
• An Adaptive Estimation of Dimension Reduction Space
• Comment
• Robust Statistics
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