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ASYMPTOTICS OF SLICED INVERSE REGRESSION
ZHU, LX; NG, KW
1995-07-01
Source PublicationSTATISTICA SINICA
ISSN1017-0405
Volume5Issue:2Pages:727-736
AbstractSliced Inverse Regression is a method for reducing the dimension of the explanatory variables x in non-parametric regression problems. Li (1991) discussed a version of this method which begins with a partition of the range of y into slices so that the conditional covariance matrix of a: given y can be estimated by the sample covariance matrix within each slice. After that the mean of the conditional covariance matrix is estimated by averaging the sample covariance matrices over all slices. Hsing and Carroll (1992) have derived the asymptotic properties of this procedure for the special case where each slice contains only two observations. In this paper we consider the case that each slice contains an arbitrary but fixed number of y(i) and more generally the case when the number of y(i) per slice goes to infinity. The asymptotic properties of the associated eigenvalues and eigenvectors are also obtained.
KeywordASYMPTOTICS SLICED INVERSE REGRESSION DIMENSION REDUCTION EIGENVALUES AND EIGENVECTORS
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:A1995RN08000021
PublisherSTATISTICA SINICA
Citation statistics
Cited Times:103[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/27677
Collection中国科学院数学与系统科学研究院
Affiliation1.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
2.UNIV HONG KONG,DEPT STAT,HONG KONG,HONG KONG
Recommended Citation
GB/T 7714
ZHU, LX,NG, KW. ASYMPTOTICS OF SLICED INVERSE REGRESSION[J]. STATISTICA SINICA,1995,5(2):727-736.
APA ZHU, LX,&NG, KW.(1995).ASYMPTOTICS OF SLICED INVERSE REGRESSION.STATISTICA SINICA,5(2),727-736.
MLA ZHU, LX,et al."ASYMPTOTICS OF SLICED INVERSE REGRESSION".STATISTICA SINICA 5.2(1995):727-736.
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