Sliced inverse moment regression using weighted chi-squared tests for dimension reduction

DOI10.1016/j.jspi.2010.04.015zbMath1204.62073arXiv0804.1143MaRDI QIDQ988945

Jie Yang, Zhishen Ye

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.1143

zbMATH Keywords

phd; SIR; SAVE; dimension reduction in regression; SIMR; weighted chi-squared test

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

Related Items

Cluster-based regularized sliced inverse regression for forecasting macroeconomic variables

Uses Software

• ElemStatLearn
• dr

Cites Work

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• Comment