A quasi-residuals method in sliced inverse regression

doi:10.1016/j.spl.2003.09.007

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	A quasi-residuals method in sliced inverse regression
	Tian, MZ; Li, GY
	2004-01-15
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	66 期号:2 页码:205-212
摘要	An effective data analytic tool, sliced inverse regression(SIR), for the analysis of multivariate data was developed by Li (Technic Report, Department of Mathematics, UCLA, 1989) and Duan and Li (J. Amer. Statist. Assoc. 86 (1991) 316). It is a method for dimension reduction. Let (Y,X) be a (p + 1)-dimensional random vector, with Y is an element of R-1 and X is an element of R-P. Let Lambda = E{Cov(X/Y)}. Since it is necessary for an estimate of Lambda in the implementation of SIR, Li (1991) considered two-sliced estimate, Hsing and Carroll (Ann. Statist. Assoc. 20 (11992) 1042) derived the asymptotic properties for the estimate and Zhu and Ng (Statist. Sinica. 5 (1995) 727) discussed fixed number-sliced estimate. In this paper, quasi-residuals-based estimate for Lambda is proposed and asymptotic properties obtained. Sample properties are investigated in a simulation study. (C) 2003 Elsevier B.V. All rights reserved.
关键词	quasi-residuals sliced inverse regression order statistics concomitant
DOI	10.1016/j.spl.2003.09.007
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000188229800013
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19670
专题	中国科学院数学与系统科学研究院
通讯作者	Tian, MZ
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Tian, MZ,Li, GY. A quasi-residuals method in sliced inverse regression[J]. STATISTICS & PROBABILITY LETTERS,2004,66(2):205-212.
APA	Tian, MZ,&Li, GY.(2004).A quasi-residuals method in sliced inverse regression.STATISTICS & PROBABILITY LETTERS,66(2),205-212.
MLA	Tian, MZ,et al."A quasi-residuals method in sliced inverse regression".STATISTICS & PROBABILITY LETTERS 66.2(2004):205-212.